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

Frankfurt Zert./SG
1/21/2022  9:40:14 PM Chg.-0.280 Bid9:58:36 PM Ask9:58:36 PM Underlying Strike price Expiration date Option type
3.890EUR -6.71% 3.890
Bid Size: 10,000
3.950
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: 7.75
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: 4.090
High: 4.100
Low: 3.860
Previous Close: 4.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.98%
1 Month
  -19.79%
3 Months
  -11.99%
YTD
  -23.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.650 3.890
1M High / 1M Low: 5.200 3.890
6M High / 6M Low: 5.200 3.420
High (YTD): 1/4/2022 5.200
Low (YTD): 1/21/2022 3.890
52W High: - -
52W Low: - -
Avg. price 1W:   4.296
Avg. volume 1W:   0.000
Avg. price 1M:   4.757
Avg. volume 1M:   11.350
Avg. price 6M:   4.271
Avg. volume 6M:   10.512
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.97%
Volatility 6M:   51.71%
Volatility 1Y:   -
Volatility 3Y:   -