Soc. Generale Put 26000 DJI 13.12.../  DE000SR0S0Y0  /

Frankfurt Zert./SG
11/28/2022  9:50:08 PM Chg.+0.030 Bid9:59:04 PM Ask- Underlying Strike price Expiration date Option type
0.650EUR +4.84% 0.650
Bid Size: 20,000
-
Ask Size: -
DOW JONES INDUSTRIAL... 26,000.00 - 12/13/2023 Put
 

Master data

WKN: SR0S0Y
Issuer: Société Générale
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 26,000.00 -
Maturity: 12/13/2023
Issue date: 4/15/2019
Last trading day: 12/11/2023
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -55.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.19
Parity: -8.35
Time value: 0.62
Break-even: 25,380.00
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.02
Theta: 2.38
Omega: -1.18
Rho: -14.09
 

Quote data

Open: 0.630
High: 0.690
Low: 0.630
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month
  -43.48%
3 Months
  -41.44%
YTD
  -42.48%
1 Year
  -55.78%
3 Years
  -81.16%
5 Years     -
1W High / 1W Low: 0.730 0.610
1M High / 1M Low: 1.150 0.610
6M High / 6M Low: 1.760 0.610
High (YTD): 6/16/2022 1.760
Low (YTD): 11/24/2022 0.610
52W High: 6/16/2022 1.760
52W Low: 11/24/2022 0.610
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.852
Avg. volume 1M:   0.000
Avg. price 6M:   1.219
Avg. volume 6M:   0.000
Avg. price 1Y:   1.261
Avg. volume 1Y:   8.097
Volatility 1M:   136.08%
Volatility 6M:   123.60%
Volatility 1Y:   107.97%
Volatility 3Y:   81.17%