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Soc. Generale Call 30000 DJI2MN 2.../  DE000SD44464  /

EUWAX
2024-05-16  5:15:56 PM Chg.+0.16 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
9.82EUR +1.66% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 30,000.00 USD 2024-12-20 Call
 

Master data

WKN: SD4446
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: 2024-12-20
Issue date: 2021-03-30
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 9.72
Intrinsic value: 9.10
Implied volatility: 0.16
Historic volatility: 0.09
Parity: 9.10
Time value: 0.63
Break-even: 37,282.38
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 1.00
Theta: -2.94
Omega: 3.75
Rho: 159.87
 

Quote data

Open: 9.76
High: 9.82
Low: 9.76
Previous Close: 9.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.16%
1 Month  
+18.46%
3 Months  
+8.27%
YTD  
+21.23%
1 Year  
+73.19%
3 Years  
+58.39%
5 Years     -
10 Years     -
1W High / 1W Low: 9.66 9.25
1M High / 1M Low: 9.66 8.15
6M High / 6M Low: 9.89 6.07
High (YTD): 2024-03-28 9.89
Low (YTD): 2024-01-17 7.75
52W High: 2024-03-28 9.89
52W Low: 2023-10-27 4.66
Avg. price 1W:   9.46
Avg. volume 1W:   0.00
Avg. price 1M:   8.75
Avg. volume 1M:   0.00
Avg. price 6M:   8.39
Avg. volume 6M:   0.00
Avg. price 1Y:   7.20
Avg. volume 1Y:   0.00
Volatility 1M:   37.83%
Volatility 6M:   31.70%
Volatility 1Y:   38.99%
Volatility 3Y:   49.40%