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

Frankfurt Zert./SG
1/24/2022  9:42:42 PM Chg.-0.040 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
3.080EUR -1.28% 3.210
Bid Size: 10,000
3.240
Ask Size: 10,000
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: 9.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.11
Parity: -3.29
Time value: 3.13
Break-even: 36,636.16
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.92%
Delta: 0.23
Theta: 0.45
Omega: 2.24
Rho: 113.11
 

Quote data

Open: 3.140
High: 3.150
Low: 2.720
Previous Close: 3.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.79%
1 Month
  -24.51%
3 Months
  -16.53%
YTD
  -28.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.840 3.120
1M High / 1M Low: 4.310 3.120
6M High / 6M Low: 4.310 2.830
High (YTD): 1/4/2022 4.310
Low (YTD): 1/21/2022 3.120
52W High: - -
52W Low: - -
Avg. price 1W:   3.506
Avg. volume 1W:   0.000
Avg. price 1M:   3.937
Avg. volume 1M:   35.263
Avg. price 6M:   3.554
Avg. volume 6M:   24.180
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.97%
Volatility 6M:   54.24%
Volatility 1Y:   -
Volatility 3Y:   -