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

Frankfurt Zert./SG
1/14/2022  9:41:45 PM Chg.-0.140 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
4.600EUR -2.95% 4.620
Bid Size: 15,000
4.740
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: 6.62
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.85
Implied volatility: 0.78
Historic volatility: 0.11
Parity: 1.85
Time value: 2.93
Break-even: 34,566.28
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.12
Spread %: 2.51%
Delta: 0.34
Theta: 0.38
Omega: 2.26
Rho: 115.12
 

Quote data

Open: 4.760
High: 4.780
Low: 4.500
Previous Close: 4.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.26%
1 Month
  -5.54%
3 Months  
+14.14%
YTD
  -11.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.810 4.600
1M High / 1M Low: 5.350 4.300
6M High / 6M Low: 5.350 3.250
High (YTD): 1/4/2022 5.350
Low (YTD): 1/14/2022 4.600
52W High: - -
52W Low: - -
Avg. price 1W:   4.728
Avg. volume 1W:   0.000
Avg. price 1M:   4.896
Avg. volume 1M:   0.000
Avg. price 6M:   4.172
Avg. volume 6M:   2.062
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.19%
Volatility 6M:   59.22%
Volatility 1Y:   -
Volatility 3Y:   -