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Soc. Generale Call 32000 DJI2MN 2.../  DE000SD44472  /

Frankfurt Zert./SG
2024-04-16  9:42:16 PM Chg.+0.080 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
6.620EUR +1.22% 6.590
Bid Size: 7,000		 -
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: 5.43
Leverage: Yes

Calculated values

Fair value: 6.18
Intrinsic value: 5.40
Implied volatility: 0.21
Historic volatility: 0.09
Parity: 5.40
Time value: 1.14
Break-even: 36,658.36
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -5.00
Omega: 4.81
Rho: 169.14
 

Quote data

Open: 6.480
High: 6.720
Low: 6.480
Previous Close: 6.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.19%
1 Month
  -9.32%
3 Months  
+6.26%
YTD  
+1.07%
1 Year  
+34.28%
3 Years  
+21.92%
5 Years     -
1W High / 1W Low: 7.290 6.540
1M High / 1M Low: 8.210 6.540
6M High / 6M Low: 8.210 3.290
High (YTD): 2024-03-28 8.210
Low (YTD): 2024-01-17 6.180
52W High: 2024-03-28 8.210
52W Low: 2023-10-27 3.290
Avg. price 1W:   6.964
Avg. volume 1W:   0.000
Avg. price 1M:   7.525
Avg. volume 1M:   0.000
Avg. price 6M:   6.228
Avg. volume 6M:   0.000
Avg. price 1Y:   5.525
Avg. volume 1Y:   0.000
Volatility 1M:   54.67%
Volatility 6M:   47.05%
Volatility 1Y:   52.68%
Volatility 3Y:   56.58%