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

EUWAX
1/28/2022  5:59:23 PM Chg.-0.29 Bid6:02:52 PM Ask6:02:52 PM Underlying Strike price Expiration date Option type
5.10EUR -5.38% 5.09
Bid Size: 70,000
5.11
Ask Size: 70,000
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: 5.86
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.94
Implied volatility: 0.82
Historic volatility: 0.11
Parity: 1.94
Time value: 3.29
Break-even: 33,943.33
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.38%
Delta: 0.37
Theta: 0.02
Omega: 2.17
Rho: 114.65
 

Quote data

Open: 5.18
High: 5.18
Low: 4.93
Previous Close: 5.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.39%
1 Month
  -19.05%
3 Months
  -4.32%
YTD
  -18.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.39 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:   5.02
Avg. volume 1W:   0.00
Avg. price 1M:   5.76
Avg. volume 1M:   0.00
Avg. price 6M:   5.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.50%
Volatility 6M:   59.14%
Volatility 1Y:   -
Volatility 3Y:   -