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Soc. Generale Call 390 DPZ 20.12..../  DE000SQ30NL0  /

Frankfurt Zert./SG
8/9/2024  9:38:07 PM Chg.+0.210 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
6.310EUR +3.44% 6.200
Bid Size: 750		 6.360
Ask Size: 750		 Dominos Pizza Inc 390.00 - 12/20/2024 Call
 

Master data

WKN: SQ30NL
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 12/20/2024
Issue date: 11/8/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.34
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 1.16
Implied volatility: 0.58
Historic volatility: 0.25
Parity: 1.16
Time value: 5.17
Break-even: 453.30
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.40
Spread abs.: 0.16
Spread %: 2.59%
Delta: 0.62
Theta: -0.22
Omega: 3.91
Rho: 0.67
 

Quote data

Open: 5.990
High: 6.350
Low: 5.960
Previous Close: 6.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.08%
1 Month
  -33.51%
3 Months
  -53.67%
YTD     0.00%
1 Year
  -8.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.310 5.630
1M High / 1M Low: 10.750 3.990
6M High / 6M Low: 14.650 3.990
High (YTD): 6/24/2024 14.650
Low (YTD): 7/19/2024 3.990
52W High: 6/24/2024 14.650
52W Low: 10/31/2023 3.210
Avg. price 1W:   6.028
Avg. volume 1W:   0.000
Avg. price 1M:   6.626
Avg. volume 1M:   0.000
Avg. price 6M:   10.367
Avg. volume 6M:   0.000
Avg. price 1Y:   8.002
Avg. volume 1Y:   0.000
Volatility 1M:   226.15%
Volatility 6M:   123.21%
Volatility 1Y:   106.68%
Volatility 3Y:   -