Soc. Generale Call 32000 DJI2MN 1.../  DE000SD44423  /

EUWAX
1/27/2022  6:08:24 PM Chg.+0.16 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
5.39EUR +3.06% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 32,000.00 USD 12/15/2023 Call
 

Master data

WKN: SD4442
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 32,000.00 USD
Maturity: 12/15/2023
Issue date: 3/30/2021
Last trading day: 12/14/2023
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.93
Implied volatility: 0.81
Historic volatility: 0.11
Parity: 1.93
Time value: 3.25
Break-even: 33,647.72
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.58%
Delta: 0.37
Theta: 0.02
Omega: 2.17
Rho: 114.02
 

Quote data

Open: 5.00
High: 5.43
Low: 5.00
Previous Close: 5.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.18%
1 Month
  -11.49%
3 Months  
+0.56%
YTD
  -14.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.51 4.53
1M High / 1M Low: 6.49 4.53
6M High / 6M Low: 6.49 4.20
High (YTD): 1/5/2022 6.49
Low (YTD): 1/24/2022 4.53
52W High: - -
52W Low: - -
Avg. price 1W:   5.05
Avg. volume 1W:   0.00
Avg. price 1M:   5.79
Avg. volume 1M:   0.00
Avg. price 6M:   5.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.74%
Volatility 6M:   59.01%
Volatility 1Y:   -
Volatility 3Y:   -