Soc. Generale Put 28000 DJI 13.12.2023
/ DE000SR5WJB0
Soc. Generale Put 28000 DJI 13.12.../ DE000SR5WJB0 /
9/22/2023 8:27:09 AM |
Chg.+0.004 |
Bid10:22:01 AM |
Ask10:22:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
+30.77% |
0.019 Bid Size: 50,000 |
- 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: |
-1,622.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
-6.07 |
Time value: |
0.02 |
Break-even: |
27,979.00 |
Moneyness: |
0.82 |
Premium: |
0.18 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.02 |
Theta: |
-0.79 |
Omega: |
-27.27 |
Rho: |
-1.33 |
Quote data
Open: |
0.017 |
High: |
0.017 |
Low: |
0.017 |
Previous Close: |
0.013 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+88.89% |
1 Month |
|
|
-81.11% |
3 Months |
|
|
-88.67% |
YTD |
|
|
-98.13% |
1 Year |
|
|
-99.09% |
3 Years |
|
|
-99.65% |
5 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.001 |
1M High / 1M Low: |
0.090 |
0.001 |
6M High / 6M Low: |
0.660 |
0.001 |
High (YTD): |
1/3/2023 |
1.000 |
Low (YTD): |
9/20/2023 |
0.001 |
52W High: |
9/30/2022 |
2.320 |
52W Low: |
9/20/2023 |
0.001 |
Avg. price 1W: |
|
0.007 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.637 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
4,141.63% |
Volatility 6M: |
|
1,700.56% |
Volatility 1Y: |
|
1,209.94% |
Volatility 3Y: |
|
699.91% |