OverviewChartNewsTraderScreen

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

EUWAX
2024-10-16  8:31:55 AM Chg.-0.14 Bid4:21:19 PM Ask4:21:19 PM Underlying Strike price Expiration date Option type
8.18EUR -1.68% 8.45
Bid Size: 8,000		 8.56
Ask Size: 8,000		 Dominos Pizza Inc 350.00 - 2025-03-21 Call
 

Master data

WKN: SW3PSR
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
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: 8.18
High: 8.18
Low: 8.18
Previous Close: 8.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.93%
1 Month  
+23.01%
3 Months
  -38.45%
YTD
  -10.70%
1 Year  
+28.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.32 6.72
1M High / 1M Low: 8.69 6.65
6M High / 6M Low: 18.27 6.65
High (YTD): 2024-06-20 18.27
Low (YTD): 2024-09-16 6.65
52W High: 2024-06-20 18.27
52W Low: 2023-10-31 5.44
Avg. price 1W:   7.62
Avg. volume 1W:   0.00
Avg. price 1M:   7.76
Avg. volume 1M:   0.00
Avg. price 6M:   12.07
Avg. volume 6M:   0.00
Avg. price 1Y:   10.88
Avg. volume 1Y:   0.00
Volatility 1M:   101.43%
Volatility 6M:   97.06%
Volatility 1Y:   86.04%
Volatility 3Y:   -