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

Frankfurt Zert./SG
1/24/2022  9:49:25 PM Chg.-0.070 Bid9:58:41 PM Ask9:58:41 PM Underlying Strike price Expiration date Option type
2.200EUR -3.08% 2.300
Bid Size: 15,000
2.330
Ask Size: 15,000
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: 35,776.16
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: 77.45
 

Quote data

Open: 2.270
High: 2.290
Low: 1.900
Previous Close: 2.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.29%
1 Month
  -27.87%
3 Months
  -14.40%
YTD
  -30.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.760 2.270
1M High / 1M Low: 3.350 2.270
6M High / 6M Low: 3.350 1.850
High (YTD): 1/4/2022 3.350
Low (YTD): 1/21/2022 2.270
52W High: - -
52W Low: - -
Avg. price 1W:   2.486
Avg. volume 1W:   0.000
Avg. price 1M:   2.902
Avg. volume 1M:   17.211
Avg. price 6M:   2.520
Avg. volume 6M:   5.266
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.79%
Volatility 6M:   73.88%
Volatility 1Y:   -
Volatility 3Y:   -