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

EUWAX
03/05/2024  17:16:18 Chg.+0.31 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
8.66EUR +3.71% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 30,000.00 USD 20/12/2024 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: 20/12/2024
Issue date: 30/03/2021
Last trading day: 19/12/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 8.34
Intrinsic value: 7.67
Implied volatility: 0.26
Historic volatility: 0.09
Parity: 7.67
Time value: 0.97
Break-even: 36,599.64
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -4.95
Omega: 3.79
Rho: 152.43
 

Quote data

Open: 8.61
High: 8.76
Low: 8.61
Previous Close: 8.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.49%
1 Month
  -7.68%
3 Months
  -1.93%
YTD  
+6.91%
1 Year  
+44.09%
3 Years  
+39.23%
5 Years     -
1W High / 1W Low: 8.54 8.35
1M High / 1M Low: 9.38 8.15
6M High / 6M Low: 9.89 5.50
High (YTD): 28/03/2024 9.89
Low (YTD): 17/01/2024 7.75
52W High: 28/03/2024 9.89
52W Low: 27/10/2023 4.66
Avg. price 1W:   8.43
Avg. volume 1W:   0.00
Avg. price 1M:   8.61
Avg. volume 1M:   0.00
Avg. price 6M:   8.14
Avg. volume 6M:   0.00
Avg. price 1Y:   7.08
Avg. volume 1Y:   0.00
Volatility 1M:   37.94%
Volatility 6M:   32.00%
Volatility 1Y:   40.02%
Volatility 3Y:   49.58%