Soc. Generale Call 34000 DJI2MN 20.12.2024
/ DE000SD44480
Soc. Generale Call 34000 DJI2MN 2.../ DE000SD44480 /
2024-04-18 9:51:17 PM |
Chg.+0.070 |
Bid8:02:06 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.020EUR |
+1.41% |
4.740 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: |
7.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.38 |
Intrinsic value: |
3.52 |
Implied volatility: |
0.19 |
Historic volatility: |
0.09 |
Parity: |
3.52 |
Time value: |
1.42 |
Break-even: |
36,808.48 |
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: |
5.010 |
High: |
5.140 |
Low: |
4.920 |
Previous Close: |
4.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.18% |
1 Month |
|
|
-16.33% |
3 Months |
|
|
-2.14% |
YTD |
|
|
-0.79% |
1 Year |
|
|
+36.78% |
3 Years |
|
|
+15.67% |
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% |