Soc. Generale Call 540 DPZ 20.12.2024
/ DE000SY2PP90
Soc. Generale Call 540 DPZ 20.12..../ DE000SY2PP90 /
| 11/12/2024 4:03:41 PM |
Chg.-0.002 |
Bid4:15:56 PM |
Ask4:15:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-3.92% |
0.049
Bid Size: 15,000 |
0.091
Ask Size: 15,000 |
Dominos Pizza Inc |
540.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY2PP9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
455.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-8.73 |
| Time value: |
0.09 |
| Break-even: |
507.34 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
5.27 |
| Spread abs.: |
0.04 |
| Spread %: |
84.00% |
| Delta: |
0.05 |
| Theta: |
-0.06 |
| Omega: |
22.76 |
| Rho: |
0.02 |
Quote data
| Open: |
0.023 |
| High: |
0.049 |
| Low: |
0.001 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-49.48% |
| 3 Months |
|
|
-92.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.042 |
| 1M High / 1M Low: |
0.087 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16,470.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
