OverviewChartNewsTraderScreen

Soc. Generale Call 14000 DAX 20.1.../  DE000SD4Y2Q0  /

Frankfurt Zert./SG
2024-04-26  7:14:12 PM Chg.+2.330 Bid7:30:56 PM Ask7:30:56 PM Underlying Strike price Expiration date Option type
47.110EUR +5.20% 47.130
Bid Size: 50,000		 47.140
Ask Size: 50,000		 DAX 14,000.00 EUR 2024-12-20 Call
 

Master data

WKN: SD4Y2Q
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 14,000.00 EUR
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 42.65
Intrinsic value: 39.17
Implied volatility: 0.33
Historic volatility: 0.11
Parity: 39.17
Time value: 6.92
Break-even: 18,609.00
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.02%
Delta: 0.87
Theta: -3.27
Omega: 3.40
Rho: 71.99
 

Quote data

Open: 45.820
High: 47.160
Low: 45.600
Previous Close: 44.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.66%
1 Month
  -5.19%
3 Months  
+28.72%
YTD  
+31.85%
1 Year  
+43.80%
3 Years  
+40.84%
5 Years     -
1W High / 1W Low: 47.180 42.960
1M High / 1M Low: 51.150 42.960
6M High / 6M Low: 51.150 19.560
High (YTD): 2024-03-27 51.150
Low (YTD): 2024-01-17 32.390
52W High: 2024-03-27 51.150
52W Low: 2023-10-27 19.560
Avg. price 1W:   45.284
Avg. volume 1W:   0.000
Avg. price 1M:   46.820
Avg. volume 1M:   0.000
Avg. price 6M:   37.167
Avg. volume 6M:   84.524
Avg. price 1Y:   34.111
Avg. volume 1Y:   43.730
Volatility 1M:   40.62%
Volatility 6M:   40.05%
Volatility 1Y:   44.65%
Volatility 3Y:   65.22%