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

Frankfurt Zert./SG
1/28/2022  9:50:24 AM Chg.0.000 Bid10:24:18 AM Ask10:24:18 AM Underlying Strike price Expiration date Option type
3.990EUR 0.00% 4.000
Bid Size: 10,000
4.020
Ask Size: 10,000
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: 7.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.11
Parity: -1.65
Time value: 4.09
Break-even: 36,392.50
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.49%
Delta: 0.28
Theta: 0.36
Omega: 2.09
Rho: 129.07
 

Quote data

Open: 4.070
High: 4.070
Low: 3.960
Previous Close: 3.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.57%
1 Month
  -20.52%
3 Months
  -8.90%
YTD
  -21.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.000 3.870
1M High / 1M Low: 5.200 3.870
6M High / 6M Low: 5.200 3.420
High (YTD): 1/4/2022 5.200
Low (YTD): 1/26/2022 3.870
52W High: - -
52W Low: - -
Avg. price 1W:   3.942
Avg. volume 1W:   0.000
Avg. price 1M:   4.599
Avg. volume 1M:   10.318
Avg. price 6M:   4.267
Avg. volume 6M:   10.431
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.57%
Volatility 6M:   51.92%
Volatility 1Y:   -
Volatility 3Y:   -