Soc. Generale Call 350 DPZ 20.12.2024
/ DE000SQ30NG0
Soc. Generale Call 350 DPZ 20.12..../ DE000SQ30NG0 /
9/13/2024 9:43:17 PM |
Chg.+0.060 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.140EUR |
+0.99% |
6.020 Bid Size: 750 |
6.120 Ask Size: 750 |
Dominos Pizza Inc |
350.00 - |
12/20/2024 |
Call |
Master data
WKN: |
SQ30NG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/8/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.72 |
Historic volatility: |
0.25 |
Parity: |
1.34 |
Time value: |
4.74 |
Break-even: |
410.80 |
Moneyness: |
1.04 |
Premium: |
0.13 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.10 |
Spread %: |
1.67% |
Delta: |
0.62 |
Theta: |
-0.28 |
Omega: |
3.72 |
Rho: |
0.44 |
Quote data
Open: |
5.870 |
High: |
6.680 |
Low: |
5.870 |
Previous Close: |
6.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.31% |
1 Month |
|
|
-30.78% |
3 Months |
|
|
-64.05% |
YTD |
|
|
-28.94% |
1 Year |
|
|
-32.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.340 |
6.080 |
1M High / 1M Low: |
9.160 |
5.950 |
6M High / 6M Low: |
18.040 |
5.950 |
High (YTD): |
4/30/2024 |
18.040 |
Low (YTD): |
9/3/2024 |
5.950 |
52W High: |
4/30/2024 |
18.040 |
52W Low: |
10/31/2023 |
4.770 |
Avg. price 1W: |
|
6.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.721 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
10.455 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.88% |
Volatility 6M: |
|
103.48% |
Volatility 1Y: |
|
92.50% |
Volatility 3Y: |
|
- |