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Soc. Generale Call 17000 DAX 20.1.../  DE000SD4Y2T4  /

EUWAX
2024-05-08  9:36:37 PM Chg.- Bid8:38:19 AM Ask8:38:19 AM Underlying Strike price Expiration date Option type
22.54EUR - 22.25
Bid Size: 15,000		 22.26
Ask Size: 15,000		 DAX 17,000.00 EUR 2024-12-20 Call
 

Master data

WKN: SD4Y2T
Issuer: Société Générale
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 17,000.00 EUR
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 8.28
Leverage: Yes

Calculated values

Fair value: 19.76
Intrinsic value: 14.98
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 14.98
Time value: 7.37
Break-even: 19,235.00
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.04%
Delta: 0.79
Theta: -3.02
Omega: 6.57
Rho: 76.71
 

Quote data

Open: 22.40
High: 22.70
Low: 21.90
Previous Close: 21.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.91%
1 Month  
+7.85%
3 Months  
+75.55%
YTD  
+76.09%
1 Year  
+56.20%
3 Years  
+13.84%
5 Years     -
1W High / 1W Low: 22.54 18.19
1M High / 1M Low: 22.54 17.42
6M High / 6M Low: 24.35 5.72
High (YTD): 2024-03-27 24.35
Low (YTD): 2024-01-17 10.25
52W High: 2024-03-27 24.35
52W Low: 2023-10-27 4.23
Avg. price 1W:   20.25
Avg. volume 1W:   0.00
Avg. price 1M:   19.49
Avg. volume 1M:   95.24
Avg. price 6M:   14.95
Avg. volume 6M:   121.29
Avg. price 1Y:   12.96
Avg. volume 1Y:   75.27
Volatility 1M:   88.21%
Volatility 6M:   77.04%
Volatility 1Y:   81.77%
Volatility 3Y:   98.33%