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

Frankfurt Zert./SG
2024-06-14  9:49:16 PM Chg.-2.920 Bid9:59:13 PM Ask9:59:13 PM Underlying Strike price Expiration date Option type
53.340EUR -5.19% 53.530
Bid Size: 9,000		 53.540
Ask Size: 9,000		 DAX 13,000.00 EUR 2024-12-20 Call
 

Master data

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

Calculated values

Fair value: 52.41
Intrinsic value: 50.02
Implied volatility: 0.32
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: -2.39
Omega: 3.18
Rho: 60.07
 

Quote data

Open: 56.190
High: 56.190
Low: 53.340
Previous Close: 56.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -14.86%
3 Months
  -4.03%
YTD  
+19.54%
1 Year  
+19.65%
3 Years  
+27.64%
5 Years     -
10 Years     -
1W High / 1W Low: 59.280 53.340
1M High / 1M Low: 62.650 53.340
6M High / 6M Low: 62.650 41.120
High (YTD): 2024-05-15 62.650
Low (YTD): 2024-01-17 41.120
52W High: 2024-05-15 62.650
52W Low: 2023-10-27 26.950
Avg. price 1W:   56.934
Avg. volume 1W:   0.000
Avg. price 1M:   59.323
Avg. volume 1M:   0.000
Avg. price 6M:   52.274
Avg. volume 6M:   0.000
Avg. price 1Y:   44.846
Avg. volume 1Y:   0.000
Volatility 1M:   34.82%
Volatility 6M:   32.48%
Volatility 1Y:   37.52%
Volatility 3Y:   56.83%