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

EUWAX
1/27/2022  6:08:25 PM Chg.+0.07 Bid9:02:11 PM Ask9:02:11 PM Underlying Strike price Expiration date Option type
5.11EUR +1.39% 4.91
Bid Size: 50,000
4.93
Ask Size: 50,000
Dow Jones Industrial... 34,000.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/30/2021
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.15
Implied volatility: 0.82
Historic volatility: 0.11
Parity: 0.15
Time value: 4.72
Break-even: 35,116.96
Moneyness: 1.00
Premium: 0.16
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.62%
Delta: 0.32
Theta: 0.28
Omega: 1.99
Rho: 139.65
 

Quote data

Open: 4.69
High: 5.14
Low: 4.69
Previous Close: 5.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.31%
1 Month
  -11.59%
3 Months
  -2.48%
YTD
  -14.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.34 4.40
1M High / 1M Low: 6.13 4.40
6M High / 6M Low: 6.13 4.20
High (YTD): 1/4/2022 6.13
Low (YTD): 1/24/2022 4.40
52W High: - -
52W Low: - -
Avg. price 1W:   4.87
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   5.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.16%
Volatility 6M:   54.11%
Volatility 1Y:   -
Volatility 3Y:   -