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Soc. Generale Call 340 DPZ 20.12..../  DE000SQ30NF2  /

Frankfurt Zert./SG
8/9/2024  9:39:10 PM Chg.+0.280 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
9.910EUR +2.91% 9.790
Bid Size: 750		 10.060
Ask Size: 750		 Dominos Pizza Inc 340.00 - 12/20/2024 Call
 

Master data

WKN: SQ30NF
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 12/20/2024
Issue date: 11/8/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 6.92
Intrinsic value: 6.16
Implied volatility: 0.71
Historic volatility: 0.25
Parity: 6.16
Time value: 3.88
Break-even: 440.40
Moneyness: 1.18
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.27
Spread %: 2.76%
Delta: 0.74
Theta: -0.23
Omega: 2.95
Rho: 0.71
 

Quote data

Open: 9.420
High: 9.920
Low: 9.310
Previous Close: 9.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.14%
1 Month
  -26.21%
3 Months
  -44.04%
YTD  
+6.90%
1 Year  
+1.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.910 8.970
1M High / 1M Low: 14.860 7.330
6M High / 6M Low: 18.860 7.330
High (YTD): 6/24/2024 18.860
Low (YTD): 7/19/2024 7.330
52W High: 6/24/2024 18.860
52W Low: 10/31/2023 5.200
Avg. price 1W:   9.488
Avg. volume 1W:   0.000
Avg. price 1M:   10.194
Avg. volume 1M:   0.000
Avg. price 6M:   14.131
Avg. volume 6M:   0.000
Avg. price 1Y:   11.232
Avg. volume 1Y:   0.000
Volatility 1M:   172.65%
Volatility 6M:   97.20%
Volatility 1Y:   85.62%
Volatility 3Y:   -