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

Frankfurt Zert./SG
1/21/2022  8:46:18 PM Chg.-0.410 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
6.740EUR -5.73% 6.700
Bid Size: 15,000
6.760
Ask Size: 15,000
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: 4.49
Leverage: Yes

Calculated values

Fair value: 3.76
Intrinsic value: 3.76
Implied volatility: 0.88
Historic volatility: 0.11
Parity: 3.76
Time value: 2.97
Break-even: 33,182.11
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 0.89%
Delta: 0.40
Theta: 0.08
Omega: 1.81
Rho: 158.08
 

Quote data

Open: 7.000
High: 7.020
Low: 6.740
Previous Close: 7.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.20%
1 Month
  -14.36%
3 Months
  -7.16%
YTD
  -17.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.650 6.740
1M High / 1M Low: 8.350 6.740
6M High / 6M Low: 8.350 5.960
High (YTD): 1/4/2022 8.350
Low (YTD): 1/21/2022 6.740
52W High: - -
52W Low: - -
Avg. price 1W:   7.230
Avg. volume 1W:   0.000
Avg. price 1M:   7.782
Avg. volume 1M:   0.000
Avg. price 6M:   7.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.34%
Volatility 6M:   38.68%
Volatility 1Y:   -
Volatility 3Y:   -