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

EUWAX
1/21/2022  6:05:44 PM Chg.-0.53 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
6.89EUR -7.14% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 30,000.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/30/2021
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 4.17
Intrinsic value: 4.17
Implied volatility: 0.88
Historic volatility: 0.11
Parity: 4.17
Time value: 2.78
Break-even: 33,468.05
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.43%
Delta: 0.41
Theta: 0.09
Omega: 1.80
Rho: 161.49
 

Quote data

Open: 7.00
High: 7.00
Low: 6.89
Previous Close: 7.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.10%
1 Month
  -9.58%
3 Months
  -4.57%
YTD
  -15.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.66 6.89
1M High / 1M Low: 8.31 6.89
6M High / 6M Low: 8.31 6.02
High (YTD): 1/4/2022 8.31
Low (YTD): 1/21/2022 6.89
52W High: - -
52W Low: - -
Avg. price 1W:   7.35
Avg. volume 1W:   0.00
Avg. price 1M:   7.80
Avg. volume 1M:   0.00
Avg. price 6M:   7.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.18%
Volatility 6M:   42.62%
Volatility 1Y:   -
Volatility 3Y:   -