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Soc. Generale Call 400 DPZ 20.09..../  DE000SV9LL97  /

Frankfurt Zert./SG
2024-07-26  9:42:32 PM Chg.-0.510 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
2.780EUR -15.50% 2.750
Bid Size: 1,100		 2.860
Ask Size: 1,100		 Dominos Pizza Inc 400.00 - 2024-09-20 Call
 

Master data

WKN: SV9LL9
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -1.55
Time value: 2.89
Break-even: 428.90
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 1.06
Spread abs.: 0.11
Spread %: 3.96%
Delta: 0.48
Theta: -0.33
Omega: 6.45
Rho: 0.24
 

Quote data

Open: 3.210
High: 3.390
Low: 2.780
Previous Close: 3.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.40%
1 Month
  -75.31%
3 Months
  -74.04%
YTD
  -44.06%
1 Year
  -53.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.290 2.700
1M High / 1M Low: 11.260 1.980
6M High / 6M Low: 13.240 1.980
High (YTD): 2024-04-30 13.240
Low (YTD): 2024-07-19 1.980
52W High: 2024-04-30 13.240
52W Low: 2024-07-19 1.980
Avg. price 1W:   3.038
Avg. volume 1W:   0.000
Avg. price 1M:   6.880
Avg. volume 1M:   0.000
Avg. price 6M:   8.819
Avg. volume 6M:   0.000
Avg. price 1Y:   6.595
Avg. volume 1Y:   0.000
Volatility 1M:   324.19%
Volatility 6M:   158.09%
Volatility 1Y:   132.86%
Volatility 3Y:   -