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Soc. Generale Call 36000 DJI2MN 2.../  DE000SD44498  /

EUWAX
2024-04-25  8:25:54 AM Chg.-0.02 Bid10:49:50 AM Ask10:49:50 AM Underlying Strike price Expiration date Option type
3.79EUR -0.52% 3.78
Bid Size: 10,000		 -
Ask Size: -		 Dow Jones Industrial... 36,000.00 USD 2024-12-20 Call
 

Master data

WKN: SD4449
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: 2024-12-20
Issue date: 2021-03-30
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 9.39
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 2.30
Implied volatility: 0.17
Historic volatility: 0.09
Parity: 2.30
Time value: 1.53
Break-even: 37,475.02
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -5.60
Omega: 7.22
Rho: 156.11
 

Quote data

Open: 3.79
High: 3.79
Low: 3.79
Previous Close: 3.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.16%
1 Month
  -18.32%
3 Months  
+2.99%
YTD  
+2.71%
1 Year  
+35.84%
3 Years  
+4.70%
5 Years     -
1W High / 1W Low: 3.90 3.60
1M High / 1M Low: 4.96 3.51
6M High / 6M Low: 4.97 1.34
High (YTD): 2024-03-21 4.97
Low (YTD): 2024-01-17 3.31
52W High: 2024-03-21 4.97
52W Low: 2023-10-27 1.34
Avg. price 1W:   3.73
Avg. volume 1W:   0.00
Avg. price 1M:   4.10
Avg. volume 1M:   0.00
Avg. price 6M:   3.49
Avg. volume 6M:   1.59
Avg. price 1Y:   3.00
Avg. volume 1Y:   .78
Volatility 1M:   64.10%
Volatility 6M:   63.67%
Volatility 1Y:   82.15%
Volatility 3Y:   77.92%