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

Frankfurt Zert./SG
2024-04-19  9:39:19 PM Chg.+0.100 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
3.620EUR +2.84% 3.640
Bid Size: 8,000		 -
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: 9.82
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 1.86
Implied volatility: 0.18
Historic volatility: 0.09
Parity: 1.86
Time value: 1.77
Break-even: 37,412.20
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -5.85
Omega: 7.20
Rho: 150.38
 

Quote data

Open: 3.390
High: 3.640
Low: 3.390
Previous Close: 3.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.55%
1 Month
  -23.47%
3 Months
  -2.43%
YTD
  -1.90%
1 Year  
+39.23%
3 Years  
+1.97%
5 Years     -
1W High / 1W Low: 3.620 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:   3.552
Avg. volume 1W:   0.000
Avg. price 1M:   4.224
Avg. volume 1M:   0.000
Avg. price 6M:   3.445
Avg. volume 6M:   .397
Avg. price 1Y:   2.983
Avg. volume 1Y:   .195
Volatility 1M:   73.61%
Volatility 6M:   70.64%
Volatility 1Y:   86.66%
Volatility 3Y:   78.53%