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Soc. Generale Call 16000 DAX 20.1.../  DE000SD4Y2S6  /

EUWAX
2024-04-19  1:32:08 PM Chg.-0.34 Bid2:05:45 PM Ask2:05:45 PM Underlying Strike price Expiration date Option type
25.56EUR -1.31% 25.51
Bid Size: 60,000		 25.52
Ask Size: 60,000		 DAX 16,000.00 EUR 2024-12-20 Call
 

Master data

WKN: SD4Y2S
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 16,000.00 EUR
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 22.85
Intrinsic value: 18.37
Implied volatility: 0.21
Historic volatility: 0.11
Parity: 18.37
Time value: 7.45
Break-even: 18,582.00
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.04%
Delta: 0.81
Theta: -2.91
Omega: 5.60
Rho: 79.78
 

Quote data

Open: 24.91
High: 25.56
Low: 24.89
Previous Close: 25.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.95%
1 Month
  -9.81%
3 Months  
+42.47%
YTD  
+30.47%
1 Year  
+23.66%
3 Years  
+7.53%
5 Years     -
1W High / 1W Low: 27.43 25.90
1M High / 1M Low: 32.94 25.90
6M High / 6M Low: 32.94 7.90
High (YTD): 2024-03-27 32.94
Low (YTD): 2024-01-17 16.64
52W High: 2024-03-27 32.94
52W Low: 2023-10-27 7.90
Avg. price 1W:   26.50
Avg. volume 1W:   0.00
Avg. price 1M:   29.39
Avg. volume 1M:   0.00
Avg. price 6M:   20.08
Avg. volume 6M:   98.11
Avg. price 1Y:   18.86
Avg. volume 1Y:   75.55
Volatility 1M:   49.39%
Volatility 6M:   63.01%
Volatility 1Y:   64.94%
Volatility 3Y:   87.13%