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Soc. Generale Call 340 DPZ 20.09..../  DE000SV7H0G5  /

EUWAX
2024-07-12  9:35:48 AM Chg.-0.39 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
11.84EUR -3.19% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 340.00 - 2024-09-20 Call
 

Master data

WKN: SV7H0G
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 9.74
Intrinsic value: 9.51
Implied volatility: 0.98
Historic volatility: 0.21
Parity: 9.51
Time value: 2.99
Break-even: 465.00
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 0.41
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.40
Omega: 2.75
Rho: 0.42
 

Quote data

Open: 11.84
High: 11.84
Low: 11.84
Previous Close: 12.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.88%
1 Month
  -30.31%
3 Months
  -23.22%
YTD  
+37.51%
1 Year  
+37.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.67 12.23
1M High / 1M Low: 17.62 12.23
6M High / 6M Low: 17.62 8.36
High (YTD): 2024-06-26 17.62
Low (YTD): 2024-01-05 7.86
52W High: 2024-06-26 17.62
52W Low: 2023-10-31 4.47
Avg. price 1W:   13.57
Avg. volume 1W:   0.00
Avg. price 1M:   15.76
Avg. volume 1M:   0.00
Avg. price 6M:   13.04
Avg. volume 6M:   0.00
Avg. price 1Y:   10.27
Avg. volume 1Y:   0.00
Volatility 1M:   73.62%
Volatility 6M:   82.33%
Volatility 1Y:   79.50%
Volatility 3Y:   -