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

Frankfurt Zert./SG
1/25/2022  8:04:07 PM Chg.+0.130 Bid8:50:52 PM Ask8:50:52 PM Underlying Strike price Expiration date Option type
3.070EUR +4.42% 3.150
Bid Size: 60,000
3.170
Ask Size: 60,000
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: 9.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.11
Parity: -1.44
Time value: 3.11
Break-even: 34,901.45
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.96%
Delta: 0.26
Theta: 0.41
Omega: 2.56
Rho: 91.68
 

Quote data

Open: 2.980
High: 3.070
Low: 2.890
Previous Close: 2.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.97%
1 Month
  -21.88%
3 Months
  -8.36%
YTD
  -25.49%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.410 2.940
1M High / 1M Low: 4.300 2.940
6M High / 6M Low: 4.300 2.500
High (YTD): 1/4/2022 4.300
Low (YTD): 1/24/2022 2.940
52W High: - -
52W Low: - -
Avg. price 1W:   3.174
Avg. volume 1W:   0.000
Avg. price 1M:   3.751
Avg. volume 1M:   0.000
Avg. price 6M:   3.289
Avg. volume 6M:   23.953
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.06%
Volatility 6M:   64.00%
Volatility 1Y:   -
Volatility 3Y:   -