Soc. Generale Call 350 DPZ 21.03.2025
/ DE000SW3PSR9
Soc. Generale Call 350 DPZ 21.03..../ DE000SW3PSR9 /
| 9/13/2024 9:45:54 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.060EUR |
+0.43% |
6.950
Bid Size: 750 |
7.040
Ask Size: 750 |
Dominos Pizza Inc |
350.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PSR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
1.34 |
| Time value: |
5.66 |
| Break-even: |
420.00 |
| Moneyness: |
1.04 |
| Premium: |
0.16 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.09 |
| Spread %: |
1.30% |
| Delta: |
0.63 |
| Theta: |
-0.17 |
| Omega: |
3.29 |
| Rho: |
0.83 |
Quote data
| Open: |
6.800 |
| High: |
7.560 |
| Low: |
6.800 |
| Previous Close: |
7.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.29% |
| 1 Month |
|
|
-28.97% |
| 3 Months |
|
|
-60.54% |
| YTD |
|
|
-23.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.210 |
7.030 |
| 1M High / 1M Low: |
10.410 |
6.900 |
| 6M High / 6M Low: |
18.550 |
6.900 |
| High (YTD): |
6/17/2024 |
18.550 |
| Low (YTD): |
9/3/2024 |
6.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.83% |
| Volatility 6M: |
|
93.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
