Soc. Generale Call 34000 DJI2MN 1.../  DE000SD44431  /

EUWAX
1/21/2022  6:05:44 PM Chg.-0.34 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
4.08EUR -7.69% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 34,000.00 USD 12/15/2023 Call
 

Master data

WKN: SD4443
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 34,000.00 USD
Maturity: 12/15/2023
Issue date: 3/30/2021
Last trading day: 12/14/2023
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.76
Historic volatility: 0.11
Parity: 0.23
Time value: 3.74
Break-even: 33,949.06
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.51%
Delta: 0.31
Theta: 0.31
Omega: 2.37
Rho: 102.80
 

Quote data

Open: 4.09
High: 4.09
Low: 4.05
Previous Close: 4.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.92%
1 Month
  -16.05%
3 Months
  -2.63%
YTD
  -20.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.64 4.08
1M High / 1M Low: 5.34 4.08
6M High / 6M Low: 5.34 3.28
High (YTD): 1/5/2022 5.34
Low (YTD): 1/21/2022 4.08
52W High: - -
52W Low: - -
Avg. price 1W:   4.38
Avg. volume 1W:   0.00
Avg. price 1M:   4.83
Avg. volume 1M:   0.00
Avg. price 6M:   4.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.63%
Volatility 6M:   62.18%
Volatility 1Y:   -
Volatility 3Y:   -