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

EUWAX
5/16/2022  4:25:21 PM Chg.-0.05 Bid6:06:12 PM Ask6:06:12 PM Underlying Strike price Expiration date Option type
4.22EUR -1.17% 4.24
Bid Size: 80,000
4.25
Ask Size: 80,000
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: 7.29
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.19
Implied volatility: 0.76
Historic volatility: 0.14
Parity: 0.19
Time value: 4.06
Break-even: 35,025.00
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.34
Theta: -0.11
Omega: 2.45
Rho: 97.49
 

Quote data

Open: 4.15
High: 4.22
Low: 4.15
Previous Close: 4.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.87%
1 Month
  -25.04%
3 Months
  -19.62%
YTD
  -32.91%
1 Year
  -2.09%
3 Years     -
5 Years     -
1W High / 1W Low: 4.39 3.91
1M High / 1M Low: 6.10 3.91
6M High / 6M Low: 6.49 3.91
High (YTD): 1/5/2022 6.49
Low (YTD): 5/12/2022 3.91
52W High: 1/5/2022 6.49
52W Low: 6/18/2021 3.88
Avg. price 1W:   4.21
Avg. volume 1W:   0.00
Avg. price 1M:   4.91
Avg. volume 1M:   0.00
Avg. price 6M:   5.33
Avg. volume 6M:   0.00
Avg. price 1Y:   5.02
Avg. volume 1Y:   0.00
Volatility 1M:   86.47%
Volatility 6M:   73.22%
Volatility 1Y:   62.16%
Volatility 3Y:   -