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

EUWAX
2024-04-23  1:23:52 PM Chg.+0.25 Bid2:06:00 PM Ask2:06:00 PM Underlying Strike price Expiration date Option type
8.63EUR +2.98% 8.61
Bid Size: 10,000		 -
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: 4.17
Leverage: Yes

Calculated values

Fair value: 8.44
Intrinsic value: 7.73
Implied volatility: 0.22
Historic volatility: 0.09
Parity: 7.73
Time value: 0.88
Break-even: 36,768.97
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -4.20
Omega: 3.93
Rho: 166.49
 

Quote data

Open: 8.58
High: 8.63
Low: 8.58
Previous Close: 8.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.10%
1 Month
  -10.94%
3 Months  
+3.73%
YTD  
+6.54%
1 Year  
+38.08%
3 Years  
+40.78%
5 Years     -
1W High / 1W Low: 8.45 8.20
1M High / 1M Low: 9.89 8.20
6M High / 6M Low: 9.89 4.66
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:   8.33
Avg. volume 1W:   0.00
Avg. price 1M:   8.92
Avg. volume 1M:   0.00
Avg. price 6M:   7.90
Avg. volume 6M:   0.00
Avg. price 1Y:   7.02
Avg. volume 1Y:   0.00
Volatility 1M:   33.09%
Volatility 6M:   33.92%
Volatility 1Y:   40.08%
Volatility 3Y:   49.45%