Soc. Generale Call 36000 DJI2MN 1.../  DE000SD44449  /

Frankfurt Zert./SG
1/24/2022  9:42:55 PM Chg.-0.050 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
2.940EUR -1.67% 3.070
Bid Size: 15,000
3.100
Ask Size: 15,000
Dow Jones Industrial... 36,000.00 USD 12/15/2023 Call
 

Master data

WKN: SD4444
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 36,000.00 USD
Maturity: 12/15/2023
Issue date: 3/30/2021
Last trading day: 12/14/2023
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 9.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.11
Parity: -1.53
Time value: 3.06
Break-even: 34,802.67
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 1.96%
Delta: 0.26
Theta: 0.41
Omega: 2.57
Rho: 90.79
 

Quote data

Open: 3.070
High: 3.100
Low: 2.640
Previous Close: 2.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.78%
1 Month
  -25.19%
3 Months
  -11.45%
YTD
  -28.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.620 2.990
1M High / 1M Low: 4.300 2.990
6M High / 6M Low: 4.300 2.500
High (YTD): 1/4/2022 4.300
Low (YTD): 1/21/2022 2.990
52W High: - -
52W Low: - -
Avg. price 1W:   3.310
Avg. volume 1W:   0.000
Avg. price 1M:   3.793
Avg. volume 1M:   0.000
Avg. price 6M:   3.292
Avg. volume 6M:   24.141
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.41%
Volatility 6M:   64.21%
Volatility 1Y:   -
Volatility 3Y:   -