Soc. Generale Call 380 DPZ 21.06.2024
/ DE000SV7H0B6
Soc. Generale Call 380 DPZ 21.06..../ DE000SV7H0B6 /
| 2024-06-03 9:39:03 AM |
Chg.+0.03 |
Bid7:00:03 PM |
Ask7:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.97EUR |
+0.27% |
12.64
Bid Size: 5,000 |
-
Ask Size: - |
Dominos Pizza Inc |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV7H0B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.93 |
| Intrinsic value: |
8.86 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.24 |
| Parity: |
8.86 |
| Time value: |
2.93 |
| Break-even: |
497.90 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-1.51 |
| Omega: |
3.07 |
| Rho: |
0.12 |
Quote data
| Open: |
10.97 |
| High: |
10.97 |
| Low: |
10.97 |
| Previous Close: |
10.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.40% |
| 1 Month |
|
|
-5.19% |
| 3 Months |
|
|
+57.84% |
| YTD |
|
|
+110.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.69 |
10.20 |
| 1M High / 1M Low: |
12.76 |
10.20 |
| 6M High / 6M Low: |
12.97 |
4.42 |
| High (YTD): |
2024-04-30 |
12.97 |
| Low (YTD): |
2024-01-05 |
4.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.32% |
| Volatility 6M: |
|
113.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
