Soc. Generale Call 400 DPZ 21.03.2025
/ DE000SW3PKZ9
Soc. Generale Call 400 DPZ 21.03..../ DE000SW3PKZ9 /
| 7/12/2024 9:39:25 PM |
Chg.+1.570 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.960EUR |
+16.72% |
10.790
Bid Size: 750 |
10.920
Ask Size: 750 |
Dominos Pizza Inc |
400.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PKZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.92 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
5.06 |
| Time value: |
5.89 |
| Break-even: |
509.50 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.13 |
| Spread %: |
1.20% |
| Delta: |
0.71 |
| Theta: |
-0.16 |
| Omega: |
2.91 |
| Rho: |
1.44 |
Quote data
| Open: |
9.150 |
| High: |
11.140 |
| Low: |
9.150 |
| Previous Close: |
9.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.45% |
| 1 Month |
|
|
-22.98% |
| 3 Months |
|
|
-12.25% |
| YTD |
|
|
+67.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.710 |
9.390 |
| 1M High / 1M Low: |
14.590 |
9.390 |
| 6M High / 6M Low: |
14.660 |
6.310 |
| High (YTD): |
4/30/2024 |
14.660 |
| Low (YTD): |
1/5/2024 |
5.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.12% |
| Volatility 6M: |
|
87.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
