Soc. Generale Call 550 DPZ 18.09..../  DE000SJ7D6U2  /

Frankfurt Zert./SG
2024-12-20  9:38:27 PM Chg.-0.210 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
4.430EUR -4.53% 4.470
Bid Size: 1,000
4.540
Ask Size: 1,000
Dominos Pizza Inc 550.00 USD 2026-09-18 Call
 

Master data

WKN: SJ7D6U
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 550.00 USD
Maturity: 2026-09-18
Issue date: 2024-12-17
Last trading day: 2026-09-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.04
Leverage: Yes

Calculated values

Fair value: 2.67
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -11.87
Time value: 4.52
Break-even: 572.58
Moneyness: 0.77
Premium: 0.40
Premium p.a.: 0.21
Spread abs.: 0.07
Spread %: 1.57%
Delta: 0.42
Theta: -0.07
Omega: 3.78
Rho: 2.19
 

Quote data

Open: 4.510
High: 4.650
Low: 4.360
Previous Close: 4.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

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