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Soc. Generale Call 15000 DAX 20.1.../  DE000SD4Y2R8  /

Frankfurt Zert./SG
2024-04-25  9:45:59 PM Chg.-1.620 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
35.630EUR -4.35% 35.710
Bid Size: 20,000		 35.720
Ask Size: 20,000		 DAX 15,000.00 EUR 2024-12-20 Call
 

Master data

WKN: SD4Y2R
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 15,000.00 EUR
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 34.63
Intrinsic value: 30.89
Implied volatility: 0.23
Historic volatility: 0.11
Parity: 30.89
Time value: 5.63
Break-even: 18,652.00
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.03%
Delta: 0.89
Theta: -2.63
Omega: 4.41
Rho: 81.58
 

Quote data

Open: 36.780
High: 36.780
Low: 35.090
Previous Close: 37.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -9.55%
3 Months  
+28.44%
YTD  
+30.23%
1 Year  
+36.88%
3 Years  
+27.30%
5 Years     -
1W High / 1W Low: 37.940 34.010
1M High / 1M Low: 41.960 34.010
6M High / 6M Low: 41.960 13.120
High (YTD): 2024-03-27 41.960
Low (YTD): 2024-01-17 24.180
52W High: 2024-03-27 41.960
52W Low: 2023-10-27 13.120
Avg. price 1W:   35.932
Avg. volume 1W:   0.000
Avg. price 1M:   37.875
Avg. volume 1M:   0.000
Avg. price 6M:   28.524
Avg. volume 6M:   11.341
Avg. price 1Y:   26.179
Avg. volume 1Y:   10.270
Volatility 1M:   46.73%
Volatility 6M:   49.30%
Volatility 1Y:   53.27%
Volatility 3Y:   74.59%