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

Frankfurt Zert./SG
1/28/2022  5:38:21 PM Chg.+0.050 Bid5:50:01 PM Ask5:50:01 PM Underlying Strike price Expiration date Option type
3.260EUR +1.56% 3.230
Bid Size: 50,000
3.250
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: 9.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.11
Parity: -3.44
Time value: 3.29
Break-even: 37,387.08
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.61%
Delta: 0.24
Theta: 0.42
Omega: 2.21
Rho: 115.72
 

Quote data

Open: 3.270
High: 3.270
Low: 3.060
Previous Close: 3.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.49%
1 Month
  -23.29%
3 Months
  -10.93%
YTD
  -23.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.210 3.080
1M High / 1M Low: 4.310 3.080
6M High / 6M Low: 4.310 2.830
High (YTD): 1/4/2022 4.310
Low (YTD): 1/24/2022 3.080
52W High: - -
52W Low: - -
Avg. price 1W:   3.138
Avg. volume 1W:   0.000
Avg. price 1M:   3.783
Avg. volume 1M:   30.455
Avg. price 6M:   3.544
Avg. volume 6M:   23.808
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.02%
Volatility 6M:   54.48%
Volatility 1Y:   -
Volatility 3Y:   -