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

Frankfurt Zert./SG
1/27/2022  9:42:20 PM Chg.+0.080 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
6.310EUR +1.28% 6.270
Bid Size: 15,000
6.290
Ask Size: 15,000
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: 6.160
High: 6.650
Low: 6.160
Previous Close: 6.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.87%
1 Month
  -14.73%
3 Months
  -2.02%
YTD
  -16.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.430 6.100
1M High / 1M Low: 7.780 6.100
6M High / 6M Low: 7.780 5.220
High (YTD): 1/4/2022 7.780
Low (YTD): 1/24/2022 6.100
52W High: - -
52W Low: - -
Avg. price 1W:   6.208
Avg. volume 1W:   0.000
Avg. price 1M:   6.994
Avg. volume 1M:   0.000
Avg. price 6M:   6.374
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   33.05%
Volatility 6M:   45.31%
Volatility 1Y:   -
Volatility 3Y:   -