Soc. Generale Call 420 DPZ 20.09.2024
/ DE000SW1YVU3
Soc. Generale Call 420 DPZ 20.09..../ DE000SW1YVU3 /
8/9/2024 9:37:37 PM |
Chg.+0.150 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.680EUR |
+5.93% |
2.540 Bid Size: 1,200 |
2.690 Ask Size: 1,200 |
Dominos Pizza Inc |
420.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SW1YVU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
9/20/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.25 |
Parity: |
-1.84 |
Time value: |
2.68 |
Break-even: |
446.80 |
Moneyness: |
0.96 |
Premium: |
0.11 |
Premium p.a.: |
1.58 |
Spread abs.: |
0.15 |
Spread %: |
5.93% |
Delta: |
0.47 |
Theta: |
-0.43 |
Omega: |
6.97 |
Rho: |
0.18 |
Quote data
Open: |
2.360 |
High: |
2.680 |
Low: |
2.360 |
Previous Close: |
2.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.72% |
1 Month |
|
|
-56.56% |
3 Months |
|
|
-74.03% |
YTD |
|
|
-33.83% |
1 Year |
|
|
-45.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.680 |
2.180 |
1M High / 1M Low: |
7.370 |
1.350 |
6M High / 6M Low: |
11.320 |
1.350 |
High (YTD): |
4/30/2024 |
11.320 |
Low (YTD): |
7/19/2024 |
1.350 |
52W High: |
4/30/2024 |
11.320 |
52W Low: |
7/19/2024 |
1.350 |
Avg. price 1W: |
|
2.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.224 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.402 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
347.55% |
Volatility 6M: |
|
178.48% |
Volatility 1Y: |
|
148.08% |
Volatility 3Y: |
|
- |