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

EUWAX
2024-05-10  9:32:10 PM Chg.+0.72 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
61.82EUR +1.18% -
Bid Size: -		 -
Ask Size: -		 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: 3.05
Leverage: Yes

Calculated values

Fair value: 60.76
Intrinsic value: 57.73
Implied volatility: 0.31
Historic volatility: 0.11
Parity: 57.73
Time value: 3.91
Break-even: 19,164.00
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.96
Theta: -2.19
Omega: 2.92
Rho: 72.13
 

Quote data

Open: 61.82
High: 62.26
Low: 61.68
Previous Close: 61.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.20%
1 Month  
+14.59%
3 Months  
+33.78%
YTD  
+38.86%
1 Year  
+50.41%
3 Years  
+62.77%
5 Years     -
10 Years     -
1W High / 1W Low: 61.82 56.34
1M High / 1M Low: 61.82 52.36
6M High / 6M Low: 61.82 32.53
High (YTD): 2024-05-10 61.82
Low (YTD): 2024-01-17 41.20
52W High: 2024-05-10 61.82
52W Low: 2023-10-27 26.96
Avg. price 1W:   59.45
Avg. volume 1W:   0.00
Avg. price 1M:   55.65
Avg. volume 1M:   0.00
Avg. price 6M:   48.49
Avg. volume 6M:   7.58
Avg. price 1Y:   43.14
Avg. volume 1Y:   4
Volatility 1M:   38.03%
Volatility 6M:   32.64%
Volatility 1Y:   37.65%
Volatility 3Y:   56.50%