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

EUWAX
1/18/2022  6:07:05 PM Chg.-0.22 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
2.54EUR -7.97% -
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: 10.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.11
Parity: -1.83
Time value: 2.88
Break-even: 36,183.68
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.12
Spread %: 4.17%
Delta: 0.24
Theta: 0.55
Omega: 2.64
Rho: 90.22
 

Quote data

Open: 2.72
High: 2.72
Low: 2.54
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.01%
1 Month
  -10.25%
3 Months  
+4.96%
YTD
  -19.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.02 2.54
1M High / 1M Low: 3.34 2.46
6M High / 6M Low: 3.34 1.87
High (YTD): 1/5/2022 3.34
Low (YTD): 1/18/2022 2.54
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   2.51
Avg. volume 6M:   12.77
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.86%
Volatility 6M:   81.86%
Volatility 1Y:   -
Volatility 3Y:   -