Soc. Generale Put 26000 DJI2MN 13.../  DE000SR0S0Y0  /

Frankfurt Zert./SG
12/6/2022  9:41:02 PM Chg.+0.030 Bid9:59:28 PM Ask- Underlying Strike price Expiration date Option type
0.610EUR +5.17% 0.600
Bid Size: 45,000
-
Ask Size: -
Dow Jones Industrial... 26,000.00 USD 12/13/2023 Put
 

Master data

WKN: SR0S0Y
Issuer: Société Générale
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 26,000.00 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: -55.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.31
Historic volatility: 0.18
Parity: -7.57
Time value: 0.58
Break-even: 24,190.16
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.02
Theta: 2.33
Omega: -1.18
Rho: -12.88
 

Quote data

Open: 0.580
High: 0.620
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.67%
1 Month
  -35.79%
3 Months
  -46.02%
YTD
  -46.02%
1 Year
  -55.47%
3 Years
  -82.32%
5 Years     -
1W High / 1W Low: 0.610 0.550
1M High / 1M Low: 1.040 0.550
6M High / 6M Low: 1.760 0.550
High (YTD): 6/16/2022 1.760
Low (YTD): 12/2/2022 0.550
52W High: 6/16/2022 1.760
52W Low: 12/2/2022 0.550
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   1.236
Avg. volume 1Y:   0.000
Volatility 1M:   129.76%
Volatility 6M:   124.85%
Volatility 1Y:   107.88%
Volatility 3Y:   81.53%