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Soc. Generale Call 350 DPZ 20.09..../  DE000SV9LL89  /

EUWAX
2024-07-12  8:14:59 AM Chg.-0.36 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
10.89EUR -3.20% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 350.00 - 2024-09-20 Call
 

Master data

WKN: SV9LL8
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 8.76
Intrinsic value: 8.51
Implied volatility: 0.93
Historic volatility: 0.21
Parity: 8.51
Time value: 3.11
Break-even: 466.20
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 0.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.40
Omega: 2.90
Rho: 0.42
 

Quote data

Open: 10.89
High: 10.89
Low: 10.89
Previous Close: 11.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.74%
1 Month
  -31.68%
3 Months
  -25.10%
YTD  
+36.98%
1 Year  
+40.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.62 11.25
1M High / 1M Low: 17.15 11.25
6M High / 6M Low: 17.15 7.67
High (YTD): 2024-06-20 17.15
Low (YTD): 2024-01-08 7.11
52W High: 2024-06-20 17.15
52W Low: 2023-10-31 4.00
Avg. price 1W:   12.52
Avg. volume 1W:   0.00
Avg. price 1M:   14.83
Avg. volume 1M:   0.00
Avg. price 6M:   12.23
Avg. volume 6M:   0.00
Avg. price 1Y:   9.57
Avg. volume 1Y:   0.00
Volatility 1M:   87.57%
Volatility 6M:   82.52%
Volatility 1Y:   83.84%
Volatility 3Y:   -