Soc. Generale Put 400 DPZ 20.09.2024
/ DE000SW3X942
Soc. Generale Put 400 DPZ 20.09.2.../ DE000SW3X942 /
| 09/08/2024 21:39:01 |
Chg.-0.090 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-16.07% |
0.480
Bid Size: 6,300 |
0.520
Ask Size: 6,300 |
Dominos Pizza Inc |
400.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
SW3X94 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.25 |
| Parity: |
-0.16 |
| Time value: |
0.53 |
| Break-even: |
394.70 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
-0.42 |
| Theta: |
-0.06 |
| Omega: |
-31.56 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.430 |
| High: |
0.550 |
| Low: |
0.390 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.05% |
| 1 Month |
|
|
+9.30% |
| 3 Months |
|
|
+27.03% |
| YTD |
|
|
-83.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.470 |
| 1M High / 1M Low: |
1.360 |
0.280 |
| 6M High / 6M Low: |
2.680 |
0.120 |
| High (YTD): |
05/01/2024 |
3.380 |
| Low (YTD): |
19/06/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
855.48% |
| Volatility 6M: |
|
422.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
