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

EUWAX
2024-04-23  8:26:59 AM Chg.+0.17 Bid9:21:18 AM Ask9:21:18 AM Underlying Strike price Expiration date Option type
5.28EUR +3.33% 5.32
Bid Size: 10,000		 -
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: 6.75
Leverage: Yes

Calculated values

Fair value: 4.81
Intrinsic value: 3.98
Implied volatility: 0.20
Historic volatility: 0.09
Parity: 3.98
Time value: 1.34
Break-even: 37,233.50
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -5.55
Omega: 5.63
Rho: 162.74
 

Quote data

Open: 5.28
High: 5.28
Low: 5.28
Previous Close: 5.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.97%
1 Month
  -16.85%
3 Months  
+2.33%
YTD  
+4.35%
1 Year  
+37.14%
3 Years  
+21.94%
5 Years     -
1W High / 1W Low: 5.18 4.96
1M High / 1M Low: 6.54 4.96
6M High / 6M Low: 6.55 2.25
High (YTD): 2024-03-21 6.55
Low (YTD): 2024-01-17 4.67
52W High: 2024-03-21 6.55
52W Low: 2023-10-27 2.25
Avg. price 1W:   5.06
Avg. volume 1W:   0.00
Avg. price 1M:   5.63
Avg. volume 1M:   0.00
Avg. price 6M:   4.83
Avg. volume 6M:   0.00
Avg. price 1Y:   4.21
Avg. volume 1Y:   0.00
Volatility 1M:   48.71%
Volatility 6M:   50.49%
Volatility 1Y:   62.77%
Volatility 3Y:   65.94%