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

EUWAX
1/19/2022  8:19:52 AM Chg.-0.06 Bid11:12:04 AM Ask11:12:04 AM Underlying Strike price Expiration date Option type
4.28EUR -1.38% 4.43
Bid Size: 10,000
4.45
Ask Size: 10,000
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: 6.92
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: 0.77
Historic volatility: 0.11
Parity: 1.21
Time value: 3.30
Break-even: 34,521.87
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.12
Spread %: 2.66%
Delta: 0.33
Theta: 0.32
Omega: 2.30
Rho: 111.25
 

Quote data

Open: 4.28
High: 4.28
Low: 4.28
Previous Close: 4.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.20%
1 Month
  -8.15%
3 Months  
+5.42%
YTD
  -16.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.94 4.34
1M High / 1M Low: 5.34 4.23
6M High / 6M Low: 5.34 3.27
High (YTD): 1/5/2022 5.34
Low (YTD): 1/18/2022 4.34
52W High: - -
52W Low: - -
Avg. price 1W:   4.66
Avg. volume 1W:   0.00
Avg. price 1M:   4.86
Avg. volume 1M:   0.00
Avg. price 6M:   4.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.46%
Volatility 6M:   63.61%
Volatility 1Y:   -
Volatility 3Y:   -