Soc. Generale Call 300 DPZ 21.06.2024
/ DE000SV7HZ73
Soc. Generale Call 300 DPZ 21.06..../ DE000SV7HZ73 /
| 2024-06-03 9:39:43 AM |
Chg.0.00 |
Bid4:58:00 PM |
Ask4:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.32EUR |
0.00% |
19.88
Bid Size: 5,000 |
-
Ask Size: - |
Dominos Pizza Inc |
300.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HZ7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.92 |
| Intrinsic value: |
16.86 |
| Implied volatility: |
2.42 |
| Historic volatility: |
0.24 |
| Parity: |
16.86 |
| Time value: |
2.30 |
| Break-even: |
491.60 |
| Moneyness: |
1.56 |
| Premium: |
0.05 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-1.55 |
| Omega: |
2.11 |
| Rho: |
0.11 |
Quote data
| Open: |
18.32 |
| High: |
18.32 |
| Low: |
18.32 |
| Previous Close: |
18.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
-3.32% |
| 3 Months |
|
|
+36.92% |
| YTD |
|
|
+68.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.05 |
17.66 |
| 1M High / 1M Low: |
20.13 |
17.66 |
| 6M High / 6M Low: |
20.38 |
9.82 |
| High (YTD): |
2024-04-30 |
20.38 |
| Low (YTD): |
2024-01-05 |
10.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.61% |
| Volatility 6M: |
|
68.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
