Soc. Generale Call 360 DPZ 21.06.2024
/ DE000SV7H0A8
Soc. Generale Call 360 DPZ 21.06..../ DE000SV7H0A8 /
2024-06-03 9:39:03 AM |
Chg.+0.03 |
Bid4:59:05 PM |
Ask4:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.81EUR |
+0.23% |
14.39 Bid Size: 5,000 |
- Ask Size: - |
Dominos Pizza Inc |
360.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SV7H0A |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.93 |
Intrinsic value: |
10.86 |
Implied volatility: |
1.88 |
Historic volatility: |
0.24 |
Parity: |
10.86 |
Time value: |
2.77 |
Break-even: |
496.30 |
Moneyness: |
1.30 |
Premium: |
0.06 |
Premium p.a.: |
2.20 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-1.55 |
Omega: |
2.75 |
Rho: |
0.12 |
Quote data
Open: |
12.81 |
High: |
12.81 |
Low: |
12.81 |
Previous Close: |
12.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.43% |
1 Month |
|
|
-4.47% |
3 Months |
|
|
+53.05% |
YTD |
|
|
+97.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.53 |
12.03 |
1M High / 1M Low: |
14.60 |
12.03 |
6M High / 6M Low: |
14.81 |
5.57 |
High (YTD): |
2024-04-30 |
14.81 |
Low (YTD): |
2024-01-05 |
5.75 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.11 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.58% |
Volatility 6M: |
|
95.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |