Soc. Generale Put 20000 DJI2MN 13.12.2023
/ DE000SR0S0V6
Soc. Generale Put 20000 DJI2MN 13.../ DE000SR0S0V6 /
6/7/2023 2:21:57 PM |
Chg.-0.008 |
Bid6/7/2023 |
Ask6/7/2023 |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
-32.00% |
0.017 Bid Size: 50,000 |
- Ask Size: - |
Dow Jones Industrial... |
20,000.00 USD |
12/13/2023 |
Put |
Master data
WKN: |
SR0S0V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20,000.00 USD |
Maturity: |
12/13/2023 |
Issue date: |
4/15/2019 |
Last trading day: |
12/11/2023 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-848.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.16 |
Parity: |
-12.69 |
Time value: |
0.04 |
Break-even: |
18,656.95 |
Moneyness: |
0.60 |
Premium: |
0.41 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.01 |
Theta: |
-0.64 |
Omega: |
-10.51 |
Rho: |
-2.21 |
Quote data
Open: |
0.015 |
High: |
0.017 |
Low: |
0.015 |
Previous Close: |
0.025 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.39% |
1 Month |
|
|
-77.63% |
3 Months |
|
|
-75.36% |
YTD |
|
|
-91.90% |
1 Year |
|
|
-96.38% |
3 Years |
|
|
-99.08% |
5 Years |
|
|
- |
1W High / 1W Low: |
0.072 |
0.025 |
1M High / 1M Low: |
0.091 |
0.025 |
6M High / 6M Low: |
0.250 |
0.025 |
High (YTD): |
1/3/2023 |
0.250 |
Low (YTD): |
6/6/2023 |
0.025 |
52W High: |
6/17/2022 |
0.810 |
52W Low: |
6/6/2023 |
0.025 |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.118 |
Avg. volume 6M: |
|
7.937 |
Avg. price 1Y: |
|
0.289 |
Avg. volume 1Y: |
|
3.891 |
Volatility 1M: |
|
206.47% |
Volatility 6M: |
|
257.88% |
Volatility 1Y: |
|
213.54% |
Volatility 3Y: |
|
139.01% |