Soc. Generale Call 44000 DJI2MN 1.../  DE000SR5SAY9  /

EUWAX
1/27/2022  8:13:29 AM Chg.-0.050 Bid2:35:27 PM Ask- Underlying Strike price Expiration date Option type
0.540EUR -8.47% 0.570
Bid Size: 20,000
-
Ask Size: -
Dow Jones Industrial... 44,000.00 USD 12/13/2023 Call
 

Master data

WKN: SR5SAY
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 44,000.00 USD
Maturity: 12/13/2023
Issue date: 11/12/2019
Last trading day: 12/11/2023
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 53.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.11
Parity: -8.75
Time value: 0.57
Break-even: 39,713.12
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.07
Theta: 0.35
Omega: 3.99
Rho: 31.95
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -46.53%
3 Months
  -40.00%
YTD
  -47.57%
1 Year  
+22.73%
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.450
1M High / 1M Low: 1.120 0.450
6M High / 6M Low: 1.120 0.450
High (YTD): 1/5/2022 1.120
Low (YTD): 1/24/2022 0.450
52W High: 1/5/2022 1.120
52W Low: 2/1/2021 0.400
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   0.000
Avg. price 6M:   0.797
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   104.965
Volatility 1M:   178.00%
Volatility 6M:   132.08%
Volatility 1Y:   122.83%
Volatility 3Y:   -