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

Frankfurt Zert./SG
1/21/2022  9:43:04 PM Chg.-0.230 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
5.030EUR -4.37% 4.980
Bid Size: 15,000
5.040
Ask Size: 15,000
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: 6.04
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 2.00
Implied volatility: 0.80
Historic volatility: 0.11
Parity: 2.00
Time value: 3.00
Break-even: 33,215.58
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 1.20%
Delta: 0.36
Theta: 0.14
Omega: 2.19
Rho: 113.15
 

Quote data

Open: 5.140
High: 5.250
Low: 4.920
Previous Close: 5.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.91%
1 Month
  -13.57%
3 Months
  -4.73%
YTD
  -20.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.740 5.030
1M High / 1M Low: 6.520 5.030
6M High / 6M Low: 6.520 4.170
High (YTD): 1/4/2022 6.520
Low (YTD): 1/21/2022 5.030
52W High: - -
52W Low: - -
Avg. price 1W:   5.366
Avg. volume 1W:   0.000
Avg. price 1M:   5.922
Avg. volume 1M:   0.000
Avg. price 6M:   5.228
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.12%
Volatility 6M:   48.83%
Volatility 1Y:   -
Volatility 3Y:   -