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

Frankfurt Zert./SG
1/27/2022  3:51:56 PM Chg.+0.500 Bid4:07:20 PM Ask4:07:20 PM Underlying Strike price Expiration date Option type
6.180EUR +8.80% 6.160
Bid Size: 60,000
6.180
Ask Size: 60,000
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: 5.21
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.93
Implied volatility: 0.85
Historic volatility: 0.11
Parity: 1.93
Time value: 3.90
Break-even: 34,297.72
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 0.51%
Delta: 0.36
Theta: 0.16
Omega: 1.89
Rho: 150.14
 

Quote data

Open: 5.660
High: 6.180
Low: 5.660
Previous Close: 5.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.32%
1 Month
  -9.78%
3 Months  
+0.49%
YTD
  -12.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.040 5.680
1M High / 1M Low: 7.200 5.680
6M High / 6M Low: 7.200 5.050
High (YTD): 1/4/2022 7.200
Low (YTD): 1/26/2022 5.680
52W High: - -
52W Low: - -
Avg. price 1W:   5.816
Avg. volume 1W:   0.000
Avg. price 1M:   6.545
Avg. volume 1M:   0.000
Avg. price 6M:   6.051
Avg. volume 6M:   2.785
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   34.60%
Volatility 6M:   43.21%
Volatility 1Y:   -
Volatility 3Y:   -