Soc. Generale Call 38000 DJI2MN 2.../  DE000SD445A3  /

EUWAX
1/27/2022  6:08:29 PM Chg.+0.06 Bid8:58:13 PM Ask8:58:13 PM Underlying Strike price Expiration date Option type
3.38EUR +1.81% 3.17
Bid Size: 50,000
3.19
Ask Size: 50,000
Dow Jones Industrial... 38,000.00 USD 12/20/2024 Call
 

Master data

WKN: SD445A
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: 12/20/2024
Issue date: 3/30/2021
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.11
Parity: -3.41
Time value: 3.20
Break-even: 37,005.42
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.94%
Delta: 0.23
Theta: 0.43
Omega: 2.23
Rho: 114.09
 

Quote data

Open: 3.04
High: 3.40
Low: 3.04
Previous Close: 3.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.32%
1 Month
  -17.76%
3 Months
  -8.15%
YTD
  -20.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.57 2.82
1M High / 1M Low: 4.30 2.82
6M High / 6M Low: 4.30 2.82
High (YTD): 1/4/2022 4.30
Low (YTD): 1/24/2022 2.82
52W High: - -
52W Low: - -
Avg. price 1W:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.84
Avg. volume 1M:   0.00
Avg. price 6M:   3.55
Avg. volume 6M:   30.77
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.71%
Volatility 6M:   63.81%
Volatility 1Y:   -
Volatility 3Y:   -