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

EUWAX
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%