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Soc. Generale Call 390 DPZ 17.01..../  DE000SQ30NS5  /

EUWAX
10/16/2024  8:26:46 AM Chg.-0.13 Bid4:24:11 PM Ask4:24:11 PM Underlying Strike price Expiration date Option type
4.47EUR -2.83% 4.68
Bid Size: 9,000		 4.77
Ask Size: 9,000		 Dominos Pizza Inc 390.00 - 1/17/2025 Call
 

Master data

WKN: SQ30NS
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 1/17/2025
Issue date: 11/8/2022
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 0.26
Implied volatility: 0.59
Historic volatility: 0.25
Parity: 0.26
Time value: 4.64
Break-even: 439.00
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 2.08%
Delta: 0.58
Theta: -0.26
Omega: 4.64
Rho: 0.45
 

Quote data

Open: 4.47
High: 4.47
Low: 4.47
Previous Close: 4.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.91%
1 Month  
+25.21%
3 Months
  -54.94%
YTD
  -31.02%
1 Year  
+6.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.61 3.31
1M High / 1M Low: 5.29 3.31
6M High / 6M Low: 14.66 3.31
High (YTD): 6/20/2024 14.66
Low (YTD): 10/11/2024 3.31
52W High: 6/20/2024 14.66
52W Low: 10/11/2024 3.31
Avg. price 1W:   4.10
Avg. volume 1W:   0.00
Avg. price 1M:   4.42
Avg. volume 1M:   0.00
Avg. price 6M:   8.69
Avg. volume 6M:   0.00
Avg. price 1Y:   7.83
Avg. volume 1Y:   0.00
Volatility 1M:   172.87%
Volatility 6M:   138.57%
Volatility 1Y:   118.48%
Volatility 3Y:   -