Soc. Generale Call 32000 DJI2MN 20.12.2024
/ DE000SD44472
Soc. Generale Call 32000 DJI2MN 2.../ DE000SD44472 /
2024-04-26 5:04:41 PM |
Chg.+0.100 |
Bid6:15:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.800EUR |
+1.49% |
6.820 Bid Size: 50,000 |
- 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: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.42 |
Intrinsic value: |
5.67 |
Implied volatility: |
0.21 |
Historic volatility: |
0.09 |
Parity: |
5.67 |
Time value: |
1.07 |
Break-even: |
36,572.38 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
-4.95 |
Omega: |
4.72 |
Rho: |
163.29 |
Quote data
Open: |
6.750 |
High: |
6.840 |
Low: |
6.720 |
Previous Close: |
6.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.26% |
1 Month |
|
|
-12.82% |
3 Months |
|
|
-0.44% |
YTD |
|
|
+3.82% |
1 Year |
|
|
+48.80% |
3 Years |
|
|
+30.27% |
5 Years |
|
|
- |
1W High / 1W Low: |
7.080 |
6.650 |
1M High / 1M Low: |
8.210 |
6.530 |
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: |
|
6.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.159 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.401 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.581 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
50.58% |
Volatility 6M: |
|
45.60% |
Volatility 1Y: |
|
52.20% |
Volatility 3Y: |
|
56.52% |