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Soc. Generale Call 34000 DJI2MN 2.../  DE000SD44480  /

Frankfurt Zert./SG
2024-04-19  5:38:58 PM Chg.+0.060 Bid6:33:53 PM Ask- Underlying Strike price Expiration date Option type
5.080EUR +1.20% 5.010
Bid Size: 60,000		 -
Ask Size: -		 Dow Jones Industrial... 34,000.00 USD 2024-12-20 Call
 

Master data

WKN: SD4448
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: 2024-12-20
Issue date: 2021-03-30
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 7.16
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 3.55
Implied volatility: 0.19
Historic volatility: 0.09
Parity: 3.55
Time value: 1.41
Break-even: 36,908.13
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -5.56
Omega: 5.85
Rho: 161.52
 

Quote data

Open: 4.820
High: 5.110
Low: 4.820
Previous Close: 5.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.33%
3 Months
  -0.97%
YTD  
+0.40%
1 Year  
+38.42%
3 Years  
+17.05%
5 Years     -
1W High / 1W Low: 5.080 4.950
1M High / 1M Low: 6.560 4.950
6M High / 6M Low: 6.560 2.190
High (YTD): 2024-03-28 6.560
Low (YTD): 2024-01-17 4.680
52W High: 2024-03-28 6.560
52W Low: 2023-10-27 2.190
Avg. price 1W:   5.004
Avg. volume 1W:   0.000
Avg. price 1M:   5.779
Avg. volume 1M:   0.000
Avg. price 6M:   4.791
Avg. volume 6M:   0.000
Avg. price 1Y:   4.193
Avg. volume 1Y:   0.000
Volatility 1M:   62.65%
Volatility 6M:   56.56%
Volatility 1Y:   66.86%
Volatility 3Y:   66.15%