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Soc. Generale Call 13000 DAX 20.1.../  DE000SD4Y2P2  /

EUWAX
17/06/2024  13:51:27 Chg.+0.40 Bid14:38:04 Ask14:38:04 Underlying Strike price Expiration date Option type
53.88EUR +0.75% 53.67
Bid Size: 70,000		 53.68
Ask Size: 70,000		 DAX 13,000.00 EUR 20/12/2024 Call
 

Master data

WKN: SD4Y2P
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 13,000.00 EUR
Maturity: 20/12/2024
Issue date: 26/03/2021
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 52.38
Intrinsic value: 50.02
Implied volatility: 0.33
Historic volatility: 0.11
Parity: 50.02
Time value: 3.46
Break-even: 18,348.00
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.94
Theta: -2.42
Omega: 3.18
Rho: 59.35
 

Quote data

Open: 54.77
High: 54.77
Low: 53.62
Previous Close: 53.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.99%
1 Month
  -11.56%
3 Months
  -3.04%
YTD  
+21.02%
1 Year  
+20.67%
3 Years  
+28.71%
5 Years     -
10 Years     -
1W High / 1W Low: 59.31 53.48
1M High / 1M Low: 61.57 53.48
6M High / 6M Low: 62.62 41.20
High (YTD): 15/05/2024 62.62
Low (YTD): 17/01/2024 41.20
52W High: 15/05/2024 62.62
52W Low: 27/10/2023 26.96
Avg. price 1W:   56.97
Avg. volume 1W:   0.00
Avg. price 1M:   59.06
Avg. volume 1M:   0.00
Avg. price 6M:   52.33
Avg. volume 6M:   4.19
Avg. price 1Y:   44.84
Avg. volume 1Y:   4.02
Volatility 1M:   35.14%
Volatility 6M:   32.41%
Volatility 1Y:   37.33%
Volatility 3Y:   56.63%