Soc. Generale Call 150 PAYC 21.06.2024
/ DE000SU18UG2
Soc. Generale Call 150 PAYC 21.06.../ DE000SU18UG2 /
| 2024-05-02 10:15:44 AM |
Chg.-1.93 |
Bid1:45:11 PM |
Ask1:45:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-46.62% |
2.31
Bid Size: 1,300 |
3.14
Ask Size: 1,300 |
Paycom Software Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18UG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.47 |
| Parity: |
3.38 |
| Time value: |
0.90 |
| Break-even: |
182.76 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.54 |
| Spread %: |
14.44% |
| Delta: |
0.79 |
| Theta: |
-0.18 |
| Omega: |
3.22 |
| Rho: |
0.13 |
Quote data
| Open: |
2.10 |
| High: |
2.21 |
| Low: |
2.10 |
| Previous Close: |
4.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.04% |
| 1 Month |
|
|
-51.21% |
| 3 Months |
|
|
-52.27% |
| YTD |
|
|
-63.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
3.68 |
| 1M High / 1M Low: |
5.16 |
3.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
5.99 |
| Low (YTD): |
2024-03-06 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
