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Soc. Generale Call 260 PAYC 20.09.../  DE000SW1Y0H6  /

EUWAX
2024-05-22  9:53:24 AM Chg.-0.010 Bid4:19:58 PM Ask4:19:58 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.340
Bid Size: 25,000		 0.350
Ask Size: 25,000		 Paycom Software Inc 260.00 USD 2024-09-20 Call
 

Master data

WKN: SW1Y0H
Issuer: Société Générale
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.98
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.47
Parity: -7.40
Time value: 0.36
Break-even: 243.14
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 2.19
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.16
Theta: -0.05
Omega: 7.14
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -53.97%
3 Months
  -51.67%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.730 0.200
6M High / 6M Low: 1.840 0.200
High (YTD): 2024-01-02 1.670
Low (YTD): 2024-05-06 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.903
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.05%
Volatility 6M:   162.06%
Volatility 1Y:   -
Volatility 3Y:   -