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

EUWAX
24/05/2024  21:36:44 Chg.+0.93 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
60.50EUR +1.56% -
Bid Size: -		 -
Ask Size: -		 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: 3.08
Leverage: Yes

Calculated values

Fair value: 59.74
Intrinsic value: 56.93
Implied volatility: 0.32
Historic volatility: 0.11
Parity: 56.93
Time value: 3.69
Break-even: 19,062.00
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.96
Theta: -2.23
Omega: 2.95
Rho: 67.66
 

Quote data

Open: 59.14
High: 60.58
Low: 59.14
Previous Close: 59.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.69%
1 Month  
+7.02%
3 Months  
+20.73%
YTD  
+35.89%
1 Year  
+44.25%
3 Years  
+48.72%
5 Years     -
10 Years     -
1W High / 1W Low: 61.08 59.57
1M High / 1M Low: 62.62 53.88
6M High / 6M Low: 62.62 38.01
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:   60.29
Avg. volume 1W:   0.00
Avg. price 1M:   59.04
Avg. volume 1M:   0.00
Avg. price 6M:   50.44
Avg. volume 6M:   4.19
Avg. price 1Y:   43.87
Avg. volume 1Y:   4
Volatility 1M:   29.74%
Volatility 6M:   31.27%
Volatility 1Y:   37.07%
Volatility 3Y:   56.39%