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

EUWAX
1/19/2022  6:05:04 PM Chg.+0.11 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
5.38EUR +2.09% -
Bid Size: -
-
Ask Size: -
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: 5.72
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: 0.83
Historic volatility: 0.11
Parity: 1.21
Time value: 4.25
Break-even: 35,471.87
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.15
Spread %: 2.75%
Delta: 0.34
Theta: 0.27
Omega: 1.94
Rho: 149.64
 

Quote data

Open: 5.19
High: 5.38
Low: 5.19
Previous Close: 5.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.72%
1 Month  
+7.17%
3 Months  
+4.47%
YTD
  -9.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.83 5.27
1M High / 1M Low: 6.13 5.02
6M High / 6M Low: 6.13 4.20
High (YTD): 1/4/2022 6.13
Low (YTD): 1/18/2022 5.27
52W High: - -
52W Low: - -
Avg. price 1W:   5.51
Avg. volume 1W:   0.00
Avg. price 1M:   5.70
Avg. volume 1M:   0.00
Avg. price 6M:   5.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.35%
Volatility 6M:   49.27%
Volatility 1Y:   -
Volatility 3Y:   -