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

Frankfurt Zert./SG
2024-04-19  9:45:53 PM Chg.+0.080 Bid9:59:43 PM Ask- Underlying Strike price Expiration date Option type
8.320EUR +0.97% 8.360
Bid Size: 6,000		 -
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: 4.26
Leverage: Yes

Calculated values

Fair value: 8.21
Intrinsic value: 7.49
Implied volatility: 0.21
Historic volatility: 0.09
Parity: 7.49
Time value: 0.87
Break-even: 36,511.83
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -4.05
Omega: 4.03
Rho: 169.57
 

Quote data

Open: 8.050
High: 8.450
Low: 8.050
Previous Close: 8.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.24%
1 Month
  -13.15%
3 Months  
+0.60%
YTD  
+2.59%
1 Year  
+39.60%
3 Years  
+38.21%
5 Years     -
1W High / 1W Low: 8.320 8.160
1M High / 1M Low: 9.910 8.160
6M High / 6M Low: 9.910 4.560
High (YTD): 2024-03-28 9.910
Low (YTD): 2024-01-17 7.760
52W High: 2024-03-28 9.910
52W Low: 2023-10-27 4.560
Avg. price 1W:   8.246
Avg. volume 1W:   0.000
Avg. price 1M:   9.022
Avg. volume 1M:   0.000
Avg. price 6M:   7.878
Avg. volume 6M:   0.000
Avg. price 1Y:   7.004
Avg. volume 1Y:   0.000
Volatility 1M:   42.47%
Volatility 6M:   39.22%
Volatility 1Y:   43.44%
Volatility 3Y:   49.89%