Soc. Generale Call 30000 DJI2MN 1.../  DE000SD44415  /

EUWAX
1/27/2022  6:08:24 PM Chg.+0.17 Bid9:24:08 PM Ask9:24:08 PM Underlying Strike price Expiration date Option type
6.57EUR +2.66% 6.21
Bid Size: 70,000
6.23
Ask Size: 70,000
Dow Jones Industrial... 30,000.00 USD 12/15/2023 Call
 

Master data

WKN: SD4441
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 30,000.00 USD
Maturity: 12/15/2023
Issue date: 3/30/2021
Last trading day: 12/14/2023
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 4.80
Leverage: Yes

Calculated values

Fair value: 3.71
Intrinsic value: 3.71
Implied volatility: 0.86
Historic volatility: 0.11
Parity: 3.71
Time value: 2.62
Break-even: 33,018.49
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 0.47%
Delta: 0.42
Theta: -0.22
Omega: 2.02
Rho: 122.02
 

Quote data

Open: 6.13
High: 6.62
Low: 6.13
Previous Close: 6.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.09%
1 Month
  -10.12%
3 Months  
+0.92%
YTD
  -12.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.71 5.61
1M High / 1M Low: 7.74 5.61
6M High / 6M Low: 7.74 5.25
High (YTD): 1/5/2022 7.74
Low (YTD): 1/24/2022 5.61
52W High: - -
52W Low: - -
Avg. price 1W:   6.19
Avg. volume 1W:   0.00
Avg. price 1M:   7.00
Avg. volume 1M:   0.00
Avg. price 6M:   6.37
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.06%
Volatility 6M:   52.93%
Volatility 1Y:   -
Volatility 3Y:   -