Soc. Generale Call 38000 DJI2MN 1.../  DE000SD44456  /

EUWAX
1/21/2022  6:05:44 PM Chg.-0.25 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
2.35EUR -9.62% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 38,000.00 USD 12/15/2023 Call
 

Master data

WKN: SD4445
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 38,000.00 USD
Maturity: 12/15/2023
Issue date: 3/30/2021
Last trading day: 12/14/2023
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.11
Parity: -3.29
Time value: 2.27
Break-even: 35,776.01
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 2.64%
Delta: 0.21
Theta: 0.47
Omega: 2.80
Rho: 77.43
 

Quote data

Open: 2.31
High: 2.35
Low: 2.31
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.92%
1 Month
  -16.37%
3 Months
  -7.11%
YTD
  -25.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.76 2.35
1M High / 1M Low: 3.34 2.35
6M High / 6M Low: 3.34 1.87
High (YTD): 1/5/2022 3.34
Low (YTD): 1/21/2022 2.35
52W High: - -
52W Low: - -
Avg. price 1W:   2.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.52
Avg. volume 6M:   12.77
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.48%
Volatility 6M:   79.39%
Volatility 1Y:   -
Volatility 3Y:   -