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Soc. Generale Call 13000 DAX 20.1.../  DE000SD4Y2P2  /

Frankfurt Zert./SG
2024-04-18  9:43:35 PM Chg.-0.260 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
52.890EUR -0.49% 52.860
Bid Size: 20,000		 52.870
Ask Size: 20,000		 DAX 13,000.00 EUR 2024-12-20 Call
 

Master data

WKN: SD4Y2P
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 13,000.00 EUR
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 51.03
Intrinsic value: 47.70
Implied volatility: 0.33
Historic volatility: 0.11
Parity: 47.70
Time value: 5.43
Break-even: 18,313.00
Moneyness: 1.37
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.04%
Delta: 0.92
Theta: -2.68
Omega: 3.06
Rho: 73.87
 

Quote data

Open: 53.140
High: 53.600
Low: 52.700
Previous Close: 53.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.25%
1 Month
  -4.82%
3 Months  
+22.94%
YTD  
+18.53%
1 Year  
+24.98%
3 Years  
+31.90%
5 Years     -
1W High / 1W Low: 54.490 52.890
1M High / 1M Low: 60.620 52.890
6M High / 6M Low: 60.620 26.950
High (YTD): 2024-03-27 60.620
Low (YTD): 2024-01-17 41.120
52W High: 2024-03-27 60.620
52W Low: 2023-10-27 26.950
Avg. price 1W:   53.584
Avg. volume 1W:   0.000
Avg. price 1M:   56.761
Avg. volume 1M:   0.000
Avg. price 6M:   45.045
Avg. volume 6M:   0.000
Avg. price 1Y:   42.256
Avg. volume 1Y:   0.000
Volatility 1M:   27.52%
Volatility 6M:   33.84%
Volatility 1Y:   37.26%
Volatility 3Y:   56.72%