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

Frankfurt Zert./SG
1/18/2022  9:40:01 PM Chg.-0.280 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
6.670EUR -4.03% 6.650
Bid Size: 15,000
6.770
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: 4.45
Leverage: Yes

Calculated values

Fair value: 5.18
Intrinsic value: 5.18
Implied volatility: 0.87
Historic volatility: 0.11
Parity: 5.18
Time value: 1.90
Break-even: 33,372.38
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.03
Spread abs.: 0.12
Spread %: 1.69%
Delta: 0.44
Theta: -0.12
Omega: 1.97
Rho: 130.94
 

Quote data

Open: 6.910
High: 6.910
Low: 6.610
Previous Close: 6.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.71%
1 Month
  -3.19%
3 Months  
+7.23%
YTD
  -11.66%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.150 6.670
1M High / 1M Low: 7.780 6.470
6M High / 6M Low: 7.780 5.180
High (YTD): 1/4/2022 7.780
Low (YTD): 1/18/2022 6.670
52W High: - -
52W Low: - -
Avg. price 1W:   6.950
Avg. volume 1W:   0.000
Avg. price 1M:   7.196
Avg. volume 1M:   0.000
Avg. price 6M:   6.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.40%
Volatility 6M:   46.82%
Volatility 1Y:   -
Volatility 3Y:   -