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

Frankfurt Zert./SG
1/14/2022  9:51:28 PM Chg.-0.110 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
6.530EUR -1.66% 6.530
Bid Size: 10,000
6.680
Ask Size: 10,000
Dow Jones Industrial... 32,000.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/30/2021
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.60
Implied volatility: 0.87
Historic volatility: 0.11
Parity: 3.60
Time value: 3.13
Break-even: 34,764.15
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.03
Spread abs.: 0.15
Spread %: 2.23%
Delta: 0.39
Theta: 0.17
Omega: 1.83
Rho: 163.07
 

Quote data

Open: 6.640
High: 6.680
Low: 6.380
Previous Close: 6.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.97%
1 Month
  -0.31%
3 Months  
+9.75%
YTD
  -7.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.770 6.530
1M High / 1M Low: 7.200 6.040
6M High / 6M Low: 7.200 5.050
High (YTD): 1/4/2022 7.200
Low (YTD): 1/14/2022 6.530
52W High: - -
52W Low: - -
Avg. price 1W:   6.652
Avg. volume 1W:   0.000
Avg. price 1M:   6.732
Avg. volume 1M:   0.000
Avg. price 6M:   6.027
Avg. volume 6M:   2.806
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.29%
Volatility 6M:   44.50%
Volatility 1Y:   -
Volatility 3Y:   -