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

EUWAX
2024-04-25  5:15:12 PM Chg.-0.32 Bid7:37:16 PM Ask7:37:16 PM Underlying Strike price Expiration date Option type
2.14EUR -13.01% 2.27
Bid Size: 80,000		 -
Ask Size: -		 Dow Jones Industrial... 38,000.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2021-03-30
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 14.55
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.43
Implied volatility: 0.15
Historic volatility: 0.09
Parity: 0.43
Time value: 2.04
Break-even: 37,984.18
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: -5.62
Omega: 9.33
Rho: 134.72
 

Quote data

Open: 2.45
High: 2.45
Low: 2.13
Previous Close: 2.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.20%
1 Month
  -33.54%
3 Months
  -11.20%
YTD
  -14.06%
1 Year  
+9.18%
3 Years
  -28.67%
5 Years     -
1W High / 1W Low: 2.53 2.32
1M High / 1M Low: 3.50 2.25
6M High / 6M Low: 3.50 0.70
High (YTD): 2024-03-28 3.50
Low (YTD): 2024-01-17 2.13
52W High: 2024-03-28 3.50
52W Low: 2023-10-27 0.70
Avg. price 1W:   2.41
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   1.96
Avg. volume 1Y:   .16
Volatility 1M:   79.58%
Volatility 6M:   81.55%
Volatility 1Y:   108.23%
Volatility 3Y:   93.46%