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Soc. Generale Call 320 DPZ 20.09..../  DE000SV7H0F7  /

EUWAX
8/16/2024  9:39:25 AM Chg.+0.32 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
10.91EUR +3.02% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 320.00 - 9/20/2024 Call
 

Master data

WKN: SV7H0F
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 8.63
Intrinsic value: 8.52
Implied volatility: 1.35
Historic volatility: 0.25
Parity: 8.52
Time value: 2.72
Break-even: 432.40
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 0.97
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.73
Omega: 2.82
Rho: 0.20
 

Quote data

Open: 10.91
High: 10.91
Low: 10.91
Previous Close: 10.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.91%
1 Month
  -24.39%
3 Months
  -38.88%
YTD  
+9.10%
1 Year  
+12.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.04 10.11
1M High / 1M Low: 14.80 7.31
6M High / 6M Low: 19.45 7.31
High (YTD): 6/26/2024 19.45
Low (YTD): 7/22/2024 7.31
52W High: 6/26/2024 19.45
52W Low: 10/31/2023 5.51
Avg. price 1W:   10.52
Avg. volume 1W:   0.00
Avg. price 1M:   9.94
Avg. volume 1M:   0.00
Avg. price 6M:   14.56
Avg. volume 6M:   0.00
Avg. price 1Y:   11.74
Avg. volume 1Y:   0.00
Volatility 1M:   181.30%
Volatility 6M:   100.12%
Volatility 1Y:   87.84%
Volatility 3Y:   -