OverviewChartNewsTraderScreen

Soc. Generale Put 28000 DJI 13.12.../  DE000SR5WJB0  /

EUWAX
6/2/2023  7:21:57 PM Chg.-0.070 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.260EUR -21.21% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 28,000.00 - 12/13/2023 Put
 

Master data

WKN: SR5WJB
Issuer: Société Générale
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 28,000.00 -
Maturity: 12/13/2023
Issue date: 11/21/2019
Last trading day: 12/11/2023
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -135.05
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -5.76
Time value: 0.25
Break-even: 27,750.00
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.09
Theta: -2.05
Omega: -12.32
Rho: -17.61
 

Quote data

Open: 0.320
High: 0.320
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.53%
1 Month
  -36.59%
3 Months
  -45.83%
YTD
  -71.43%
1 Year
  -82.55%
3 Years
  -95.12%
5 Years     -
1W High / 1W Low: 0.420 0.260
1M High / 1M Low: 0.500 0.260
6M High / 6M Low: 1.030 0.260
High (YTD): 1/3/2023 1.000
Low (YTD): 6/2/2023 0.260
52W High: 6/17/2022 2.330
52W Low: 6/2/2023 0.260
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   1.116
Avg. volume 1Y:   0.000
Volatility 1M:   160.28%
Volatility 6M:   141.28%
Volatility 1Y:   121.42%
Volatility 3Y:   88.74%