Soc. Generale Call 15000 DAX 20.12.2024
/ DE000SD4Y2R8
Soc. Generale Call 15000 DAX 20.1.../ DE000SD4Y2R8 /
2024-03-28 9:38:42 PM |
Chg.-0.16 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
41.78EUR |
-0.38% |
- Bid Size: - |
- Ask Size: - |
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: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
38.94 |
Intrinsic value: |
34.77 |
Implied volatility: |
0.27 |
Historic volatility: |
0.11 |
Parity: |
34.77 |
Time value: |
7.16 |
Break-even: |
19,193.00 |
Moneyness: |
1.23 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.87 |
Theta: |
-2.92 |
Omega: |
3.84 |
Rho: |
87.26 |
Quote data
Open: |
41.76 |
High: |
41.92 |
Low: |
41.64 |
Previous Close: |
41.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.46% |
1 Month |
|
|
+24.49% |
3 Months |
|
|
+54.40% |
YTD |
|
|
+52.70% |
1 Year |
|
|
+94.42% |
3 Years |
|
|
+62.95% |
5 Years |
|
|
- |
1W High / 1W Low: |
41.94 |
38.52 |
1M High / 1M Low: |
41.94 |
33.56 |
6M High / 6M Low: |
41.94 |
13.12 |
High (YTD): |
2024-03-27 |
41.94 |
Low (YTD): |
2024-01-17 |
24.18 |
52W High: |
2024-03-27 |
41.94 |
52W Low: |
2023-10-27 |
13.12 |
Avg. price 1W: |
|
39.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
36.73 |
Avg. volume 1M: |
|
2.38 |
Avg. price 6M: |
|
25.57 |
Avg. volume 6M: |
|
95.90 |
Avg. price 1Y: |
|
25.34 |
Avg. volume 1Y: |
|
107.14 |
Volatility 1M: |
|
33.91% |
Volatility 6M: |
|
54.09% |
Volatility 1Y: |
|
53.07% |
Volatility 3Y: |
|
74.01% |