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Soc. Generale Call 220 PAYC 21.06.../  DE000SW320Q1  /

EUWAX
2024-05-22  9:37:01 AM Chg.-0.004 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.001EUR -80.00% 0.001
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Paycom Software Inc 220.00 USD 2024-06-21 Call
 

Master data

WKN: SW320Q
Issuer: Société Générale
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 254.67
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.47
Parity: -3.72
Time value: 0.07
Break-even: 203.34
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 11.22
Spread abs.: 0.02
Spread %: 30.00%
Delta: 0.07
Theta: -0.05
Omega: 18.18
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month
  -99.80%
3 Months
  -99.84%
YTD
  -99.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.005
1M High / 1M Low: 0.610 0.003
6M High / 6M Low: 2.350 0.003
High (YTD): 2024-01-08 2.090
Low (YTD): 2024-05-09 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   1.027
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,119.58%
Volatility 6M:   1,666.70%
Volatility 1Y:   -
Volatility 3Y:   -