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Soc. Generale Call 360 DPZ 20.09..../  DE000SV7H0H3  /

EUWAX
2024-07-12  9:35:48 AM Chg.-0.38 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
10.09EUR -3.63% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 360.00 - 2024-09-20 Call
 

Master data

WKN: SV7H0H
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.05
Leverage: Yes

Calculated values

Fair value: 7.78
Intrinsic value: 7.51
Implied volatility: 0.89
Historic volatility: 0.21
Parity: 7.51
Time value: 3.23
Break-even: 467.40
Moneyness: 1.21
Premium: 0.07
Premium p.a.: 0.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.40
Omega: 3.07
Rho: 0.43
 

Quote data

Open: 10.09
High: 10.09
Low: 10.09
Previous Close: 10.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.89%
1 Month
  -33.57%
3 Months
  -26.88%
YTD  
+38.41%
1 Year  
+34.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.89 10.47
1M High / 1M Low: 15.79 10.47
6M High / 6M Low: 15.79 7.02
High (YTD): 2024-06-26 15.79
Low (YTD): 2024-01-05 6.58
52W High: 2024-06-26 15.79
52W Low: 2023-10-31 3.59
Avg. price 1W:   11.80
Avg. volume 1W:   0.00
Avg. price 1M:   13.96
Avg. volume 1M:   0.00
Avg. price 6M:   11.45
Avg. volume 6M:   0.00
Avg. price 1Y:   8.90
Avg. volume 1Y:   0.00
Volatility 1M:   82.56%
Volatility 6M:   87.80%
Volatility 1Y:   85.59%
Volatility 3Y:   -