Soc. Generale Call 380 DPZ 20.09..../  DE000SV7H0J9  /

Frankfurt Zert./SG
8/9/2024  9:45:10 PM Chg.+0.340 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
5.660EUR +6.39% 5.520
Bid Size: 750
5.810
Ask Size: 750
Dominos Pizza Inc 380.00 - 9/20/2024 Call
 

Master data

WKN: SV7H0J
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 2.16
Implied volatility: 0.87
Historic volatility: 0.25
Parity: 2.16
Time value: 3.63
Break-even: 437.90
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 1.16
Spread abs.: 0.29
Spread %: 5.27%
Delta: 0.64
Theta: -0.56
Omega: 4.42
Rho: 0.22
 

Quote data

Open: 5.080
High: 5.660
Low: 5.080
Previous Close: 5.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.98%
1 Month
  -39.40%
3 Months
  -58.60%
YTD
  -7.52%
1 Year
  -16.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.660 4.930
1M High / 1M Low: 10.720 3.020
6M High / 6M Low: 14.780 3.020
High (YTD): 6/24/2024 14.780
Low (YTD): 7/19/2024 3.020
52W High: 6/24/2024 14.780
52W Low: 10/31/2023 2.850
Avg. price 1W:   5.284
Avg. volume 1W:   0.000
Avg. price 1M:   6.026
Avg. volume 1M:   0.000
Avg. price 6M:   10.194
Avg. volume 6M:   0.000
Avg. price 1Y:   7.773
Avg. volume 1Y:   0.000
Volatility 1M:   282.38%
Volatility 6M:   143.70%
Volatility 1Y:   122.06%
Volatility 3Y:   -