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

Frankfurt Zert./SG
2024-04-18  9:39:09 PM Chg.0.000 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
2.260EUR 0.00% 2.250
Bid Size: 20,000		 -
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: 15.80
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -0.23
Time value: 2.24
Break-even: 37,857.71
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.58
Theta: -5.72
Omega: 9.23
Rho: 124.17
 

Quote data

Open: 2.290
High: 2.390
Low: 2.220
Previous Close: 2.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.99%
1 Month
  -21.80%
3 Months     0.00%
YTD
  -9.24%
1 Year  
+17.10%
3 Years
  -28.03%
5 Years     -
1W High / 1W Low: 2.690 2.250
1M High / 1M Low: 3.510 2.250
6M High / 6M Low: 3.510 0.670
High (YTD): 2024-03-28 3.510
Low (YTD): 2024-01-17 2.150
52W High: 2024-03-28 3.510
52W Low: 2023-10-27 0.670
Avg. price 1W:   2.376
Avg. volume 1W:   0.000
Avg. price 1M:   2.926
Avg. volume 1M:   0.000
Avg. price 6M:   2.241
Avg. volume 6M:   3.968
Avg. price 1Y:   1.949
Avg. volume 1Y:   1.953
Volatility 1M:   99.80%
Volatility 6M:   90.99%
Volatility 1Y:   111.51%
Volatility 3Y:   94.22%