OverviewChartNewsTraderScreen

Soc. Generale Call 380 DPZ 20.12..../  DE000SQ30NK2  /

Frankfurt Zert./SG
8/9/2024  9:41:00 PM Chg.+0.180 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
6.990EUR +2.64% 6.870
Bid Size: 750		 7.040
Ask Size: 750		 Dominos Pizza Inc 380.00 - 12/20/2024 Call
 

Master data

WKN: SQ30NK
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 12/20/2024
Issue date: 11/8/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 2.16
Implied volatility: 0.60
Historic volatility: 0.25
Parity: 2.16
Time value: 4.86
Break-even: 450.20
Moneyness: 1.06
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.17
Spread %: 2.48%
Delta: 0.64
Theta: -0.22
Omega: 3.69
Rho: 0.68
 

Quote data

Open: 6.690
High: 7.020
Low: 6.630
Previous Close: 6.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.13%
1 Month
  -31.94%
3 Months
  -51.56%
YTD  
+2.04%
1 Year
  -7.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.990 6.380
1M High / 1M Low: 11.600 4.550
6M High / 6M Low: 15.440 4.550
High (YTD): 6/24/2024 15.440
Low (YTD): 7/19/2024 4.550
52W High: 6/24/2024 15.440
52W Low: 10/31/2023 3.600
Avg. price 1W:   6.688
Avg. volume 1W:   0.000
Avg. price 1M:   7.287
Avg. volume 1M:   0.000
Avg. price 6M:   11.093
Avg. volume 6M:   0.000
Avg. price 1Y:   8.628
Avg. volume 1Y:   0.000
Volatility 1M:   214.02%
Volatility 6M:   117.92%
Volatility 1Y:   102.57%
Volatility 3Y:   -