Soc. Generale Call 420 DPZ 20.09.2024
/ DE000SW1YVU3
Soc. Generale Call 420 DPZ 20.09..../ DE000SW1YVU3 /
| 7/12/2024 9:43:34 PM |
Chg.+1.490 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.370EUR |
+25.34% |
7.290
Bid Size: 500 |
7.470
Ask Size: 500 |
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: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
1.51 |
| Time value: |
4.53 |
| Break-even: |
480.40 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.13 |
| Spread %: |
2.20% |
| Delta: |
0.61 |
| Theta: |
-0.38 |
| Omega: |
4.42 |
| Rho: |
0.40 |
Quote data
| Open: |
5.630 |
| High: |
7.520 |
| Low: |
5.630 |
| Previous Close: |
5.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.64% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-20.15% |
| YTD |
|
|
+81.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.400 |
5.880 |
| 1M High / 1M Low: |
11.280 |
5.880 |
| 6M High / 6M Low: |
11.320 |
3.730 |
| High (YTD): |
4/30/2024 |
11.320 |
| Low (YTD): |
1/5/2024 |
3.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.76% |
| Volatility 6M: |
|
124.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
