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

EUWAX
5/17/2022  9:07:41 AM Chg.+0.07 Bid5/17/2022 Ask5/17/2022 Underlying Strike price Expiration date Option type
3.29EUR +2.17% 3.29
Bid Size: 15,000
3.32
Ask Size: 15,000
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: 9.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.14
Parity: -1.70
Time value: 3.24
Break-even: 35,809.55
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.31%
Delta: 0.28
Theta: 0.07
Omega: 2.68
Rho: 85.88
 

Quote data

Open: 3.29
High: 3.29
Low: 3.29
Previous Close: 3.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.78%
1 Month
  -26.56%
3 Months
  -17.96%
YTD
  -35.99%
1 Year
  -1.50%
3 Years     -
5 Years     -
1W High / 1W Low: 3.32 2.94
1M High / 1M Low: 4.92 2.94
6M High / 6M Low: 5.34 2.94
High (YTD): 1/5/2022 5.34
Low (YTD): 5/12/2022 2.94
52W High: 1/5/2022 5.34
52W Low: 5/12/2022 2.94
Avg. price 1W:   3.17
Avg. volume 1W:   0.00
Avg. price 1M:   3.81
Avg. volume 1M:   40
Avg. price 6M:   4.23
Avg. volume 6M:   12.80
Avg. price 1Y:   3.99
Avg. volume 1Y:   6.25
Volatility 1M:   104.93%
Volatility 6M:   85.03%
Volatility 1Y:   71.55%
Volatility 3Y:   -