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

EUWAX
8/9/2024  8:23:50 AM Chg.+0.89 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
6.64EUR +15.48% -
Bid Size: -		 -
Ask Size: -		 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: 6.64
High: 6.64
Low: 6.64
Previous Close: 5.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.31%
1 Month
  -34.06%
3 Months
  -51.92%
YTD
  -2.50%
1 Year
  -10.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.64 5.22
1M High / 1M Low: 11.10 4.54
6M High / 6M Low: 15.17 4.54
High (YTD): 6/20/2024 15.17
Low (YTD): 7/22/2024 4.54
52W High: 6/20/2024 15.17
52W Low: 10/31/2023 3.62
Avg. price 1W:   6.11
Avg. volume 1W:   0.00
Avg. price 1M:   7.10
Avg. volume 1M:   0.00
Avg. price 6M:   10.70
Avg. volume 6M:   0.00
Avg. price 1Y:   8.43
Avg. volume 1Y:   0.00
Volatility 1M:   232.42%
Volatility 6M:   121.24%
Volatility 1Y:   106.42%
Volatility 3Y:   -