Soc. Generale Call 540 DPZ 18.09..../  DE000SJ7D6T4  /

Frankfurt Zert./SG
20/12/2024  21:42:40 Chg.-0.200 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
4.680EUR -4.10% 4.700
Bid Size: 1,000
4.770
Ask Size: 1,000
Dominos Pizza Inc 540.00 USD 18/09/2026 Call
 

Master data

WKN: SJ7D6T
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 18/09/2026
Issue date: 17/12/2024
Last trading day: 17/09/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -10.91
Time value: 4.76
Break-even: 565.39
Moneyness: 0.79
Premium: 0.38
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 1.49%
Delta: 0.43
Theta: -0.07
Omega: 3.72
Rho: 2.26
 

Quote data

Open: 4.730
High: 4.870
Low: 4.580
Previous Close: 4.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

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