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

EUWAX
1/21/2022  6:05:41 PM Chg.-0.41 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
4.00EUR -9.30% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 36,000.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/30/2021
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 7.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.11
Parity: -1.53
Time value: 3.90
Break-even: 35,642.53
Moneyness: 0.95
Premium: 0.18
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.54%
Delta: 0.27
Theta: 0.40
Omega: 2.11
Rho: 126.43
 

Quote data

Open: 4.09
High: 4.09
Low: 4.00
Previous Close: 4.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -14.16%
3 Months
  -8.68%
YTD
  -20.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.67 4.00
1M High / 1M Low: 5.17 4.00
6M High / 6M Low: 5.17 3.46
High (YTD): 1/4/2022 5.17
Low (YTD): 1/21/2022 4.00
52W High: - -
52W Low: - -
Avg. price 1W:   4.39
Avg. volume 1W:   0.00
Avg. price 1M:   4.77
Avg. volume 1M:   0.00
Avg. price 6M:   4.27
Avg. volume 6M:   174.62
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.94%
Volatility 6M:   54.62%
Volatility 1Y:   -
Volatility 3Y:   -