Soc. Generale Call 440 DPZ 20.12..../  DE000SU2THU2  /

EUWAX
2024-11-12  11:08:53 AM Chg.-1.06 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.74EUR -37.86% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 440.00 - 2024-12-20 Call
 

Master data

WKN: SU2THU
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.06
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.26
Parity: -2.09
Time value: 1.99
Break-even: 459.90
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 1.44
Spread abs.: 0.12
Spread %: 6.42%
Delta: 0.43
Theta: -0.38
Omega: 8.96
Rho: 0.16
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 2.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.83%
1 Month  
+24.29%
3 Months
  -46.63%
YTD
  -56.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.80 1.10
1M High / 1M Low: 2.80 0.61
6M High / 6M Low: 10.38 0.61
High (YTD): 2024-04-30 10.41
Low (YTD): 2024-10-31 0.61
52W High: - -
52W Low: - -
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   4.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   402.33%
Volatility 6M:   224.54%
Volatility 1Y:   -
Volatility 3Y:   -