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

Frankfurt Zert./SG
2024-04-18  9:40:34 PM Chg.+0.040 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
3.520EUR +1.15% 3.520
Bid Size: 15,000		 -
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: 10.14
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 1.64
Implied volatility: 0.18
Historic volatility: 0.09
Parity: 1.64
Time value: 1.85
Break-even: 37,233.09
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -5.87
Omega: 7.28
Rho: 147.64
 

Quote data

Open: 3.550
High: 3.670
Low: 3.460
Previous Close: 3.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.87%
1 Month
  -17.37%
3 Months  
+0.86%
YTD
  -4.61%
1 Year  
+28.00%
3 Years
  -6.63%
5 Years     -
1W High / 1W Low: 4.040 3.480
1M High / 1M Low: 4.980 3.480
6M High / 6M Low: 4.980 1.300
High (YTD): 2024-03-21 4.980
Low (YTD): 2024-01-17 3.340
52W High: 2024-03-21 4.980
52W Low: 2023-10-27 1.300
Avg. price 1W:   3.660
Avg. volume 1W:   0.000
Avg. price 1M:   4.300
Avg. volume 1M:   0.000
Avg. price 6M:   3.418
Avg. volume 6M:   .397
Avg. price 1Y:   2.977
Avg. volume 1Y:   .195
Volatility 1M:   78.55%
Volatility 6M:   71.96%
Volatility 1Y:   86.72%
Volatility 3Y:   78.57%