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

EUWAX
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: 5.33
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 5.62
Implied volatility: 0.20
Historic volatility: 0.09
Parity: 5.62
Time value: 1.07
Break-even: 36,718.62
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -4.84
Omega: 4.78
Rho: 169.26
 

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%