Soc. Generale Call 32000 DJI2MN 20.12.2024
/ DE000SD44472
Soc. Generale Call 32000 DJI2MN 2.../ DE000SD44472 /
2024-04-19 5:21:59 PM |
Chg.-0.13 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.65EUR |
-1.92% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
32,000.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SD4447 |
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: |
2024-12-20 |
Issue date: |
2021-03-30 |
Last trading day: |
2024-12-19 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.19 |
Intrinsic value: |
5.43 |
Implied volatility: |
0.21 |
Historic volatility: |
0.09 |
Parity: |
5.43 |
Time value: |
1.12 |
Break-even: |
36,618.83 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.89 |
Theta: |
-4.99 |
Omega: |
4.80 |
Rho: |
167.24 |
Quote data
Open: |
6.37 |
High: |
6.65 |
Low: |
6.37 |
Previous Close: |
6.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
-12.84% |
3 Months |
|
|
+0.76% |
YTD |
|
|
+1.68% |
1 Year |
|
|
+38.83% |
3 Years |
|
|
+30.39% |
5 Years |
|
|
- |
1W High / 1W Low: |
6.81 |
6.53 |
1M High / 1M Low: |
8.20 |
6.53 |
6M High / 6M Low: |
8.20 |
3.37 |
High (YTD): |
2024-03-28 |
8.20 |
Low (YTD): |
2024-01-17 |
6.17 |
52W High: |
2024-03-28 |
8.20 |
52W Low: |
2023-10-27 |
3.37 |
Avg. price 1W: |
|
6.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.55 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
47.67% |
Volatility 6M: |
|
41.35% |
Volatility 1Y: |
|
49.23% |
Volatility 3Y: |
|
56.50% |