Soc. Generale Call 320 DPZ 20.12.2024
/ DE000SV7H0N1
Soc. Generale Call 320 DPZ 20.12..../ DE000SV7H0N1 /
| 13/09/2024 09:29:52 |
Chg.-0.18 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.04EUR |
-2.19% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
320.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SV7H0N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.34 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.25 |
| Parity: |
4.34 |
| Time value: |
4.01 |
| Break-even: |
403.50 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.15 |
| Spread %: |
1.83% |
| Delta: |
0.70 |
| Theta: |
-0.29 |
| Omega: |
3.06 |
| Rho: |
0.46 |
Quote data
| Open: |
8.04 |
| High: |
8.04 |
| Low: |
8.04 |
| Previous Close: |
8.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
-27.96% |
| 3 Months |
|
|
-56.89% |
| YTD |
|
|
-23.94% |
| 1 Year |
|
|
-26.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.21 |
8.04 |
| 1M High / 1M Low: |
11.47 |
7.90 |
| 6M High / 6M Low: |
19.95 |
7.90 |
| High (YTD): |
26/06/2024 |
19.95 |
| Low (YTD): |
04/09/2024 |
7.90 |
| 52W High: |
26/06/2024 |
19.95 |
| 52W Low: |
31/10/2023 |
6.23 |
| Avg. price 1W: |
|
8.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
12.30 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.50% |
| Volatility 6M: |
|
89.08% |
| Volatility 1Y: |
|
80.25% |
| Volatility 3Y: |
|
- |
