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

Frankfurt Zert./SG
6/19/2024  5:53:05 PM Chg.-0.820 Bid6:08:39 PM Ask6:08:39 PM Underlying Strike price Expiration date Option type
54.090EUR -1.49% 53.910
Bid Size: 50,000		 53.920
Ask Size: 50,000		 DAX 13,000.00 EUR 12/20/2024 Call
 

Master data

WKN: SD4Y2P
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 13,000.00 EUR
Maturity: 12/20/2024
Issue date: 3/26/2021
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 53.66
Intrinsic value: 51.32
Implied volatility: 0.34
Historic volatility: 0.11
Parity: 51.32
Time value: 3.59
Break-even: 18,491.00
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.94
Theta: -2.57
Omega: 3.11
Rho: 58.28
 

Quote data

Open: 54.680
High: 54.680
Low: 54.090
Previous Close: 54.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.76%
1 Month
  -11.18%
3 Months
  -2.66%
YTD  
+21.22%
1 Year  
+24.57%
3 Years  
+35.63%
5 Years     -
10 Years     -
1W High / 1W Low: 59.280 53.340
1M High / 1M Low: 61.550 53.340
6M High / 6M Low: 62.650 41.120
High (YTD): 5/15/2024 62.650
Low (YTD): 1/17/2024 41.120
52W High: 5/15/2024 62.650
52W Low: 10/27/2023 26.950
Avg. price 1W:   55.750
Avg. volume 1W:   0.000
Avg. price 1M:   58.634
Avg. volume 1M:   0.000
Avg. price 6M:   52.444
Avg. volume 6M:   0.000
Avg. price 1Y:   44.927
Avg. volume 1Y:   0.000
Volatility 1M:   36.80%
Volatility 6M:   32.61%
Volatility 1Y:   37.54%
Volatility 3Y:   56.83%