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Soc. Generale Call 360 DPZ 20.12..../  DE000SQ30NH8  /

EUWAX
12/07/2024  08:24:13 Chg.-0.28 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
11.09EUR -2.46% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 360.00 - 20/12/2024 Call
 

Master data

WKN: SQ30NH
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 20/12/2024
Issue date: 08/11/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 8.25
Intrinsic value: 7.51
Implied volatility: 0.68
Historic volatility: 0.21
Parity: 7.51
Time value: 4.27
Break-even: 477.80
Moneyness: 1.21
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.22
Spread %: 1.90%
Delta: 0.75
Theta: -0.21
Omega: 2.78
Rho: 0.92
 

Quote data

Open: 11.09
High: 11.09
Low: 11.09
Previous Close: 11.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.43%
1 Month
  -32.05%
3 Months
  -24.20%
YTD  
+38.97%
1 Year  
+35.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.53 11.09
1M High / 1M Low: 16.82 11.09
6M High / 6M Low: 16.82 7.76
High (YTD): 20/06/2024 16.82
Low (YTD): 08/01/2024 7.22
52W High: 20/06/2024 16.82
52W Low: 31/10/2023 4.35
Avg. price 1W:   12.16
Avg. volume 1W:   0.00
Avg. price 1M:   14.45
Avg. volume 1M:   0.00
Avg. price 6M:   12.25
Avg. volume 6M:   0.00
Avg. price 1Y:   9.69
Avg. volume 1Y:   0.00
Volatility 1M:   78.49%
Volatility 6M:   79.33%
Volatility 1Y:   78.37%
Volatility 3Y:   -