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Soc. Generale Call 350 DPZ 21.03..../  DE000SW3PSR9  /

Frankfurt Zert./SG
16/10/2024  18:14:09 Chg.+0.110 Bid18:18:44 Ask18:18:44 Underlying Strike price Expiration date Option type
8.510EUR +1.31% 8.550
Bid Size: 8,000		 8.660
Ask Size: 8,000		 Dominos Pizza Inc 350.00 - 21/03/2025 Call
 

Master data

WKN: SW3PSR
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 4.26
Implied volatility: 0.63
Historic volatility: 0.25
Parity: 4.26
Time value: 4.38
Break-even: 436.40
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.28
Spread abs.: 0.11
Spread %: 1.29%
Delta: 0.70
Theta: -0.20
Omega: 3.17
Rho: 0.80
 

Quote data

Open: 8.230
High: 8.510
Low: 7.870
Previous Close: 8.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.68%
1 Month  
+17.54%
3 Months
  -40.90%
YTD
  -7.60%
1 Year  
+32.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.690 7.050
1M High / 1M Low: 8.930 7.050
6M High / 6M Low: 18.550 6.900
High (YTD): 17/06/2024 18.550
Low (YTD): 03/09/2024 6.900
52W High: 17/06/2024 18.550
52W Low: 31/10/2023 5.440
Avg. price 1W:   8.044
Avg. volume 1W:   0.000
Avg. price 1M:   8.045
Avg. volume 1M:   0.000
Avg. price 6M:   12.414
Avg. volume 6M:   0.000
Avg. price 1Y:   11.129
Avg. volume 1Y:   0.000
Volatility 1M:   111.42%
Volatility 6M:   98.58%
Volatility 1Y:   86.36%
Volatility 3Y:   -