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Soc. Generale Call 340 PAYC 20.09.../  DE000SW1Y0L8  /

EUWAX
2024-05-22  9:53:24 AM Chg.-0.004 Bid10:30:06 AM Ask10:30:06 AM Underlying Strike price Expiration date Option type
0.050EUR -7.41% 0.059
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Paycom Software Inc 340.00 USD 2024-09-20 Call
 

Master data

WKN: SW1Y0L
Issuer: Société Générale
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Call
Strike price: 340.00 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: 150.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.47
Parity: -14.77
Time value: 0.11
Break-even: 314.35
Moneyness: 0.53
Premium: 0.90
Premium p.a.: 5.92
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.05
Theta: -0.03
Omega: 7.77
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.29%
1 Month
  -73.68%
3 Months
  -66.67%
YTD
  -92.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.031
1M High / 1M Low: 0.190 0.001
6M High / 6M Low: 0.780 0.001
High (YTD): 2024-01-08 0.730
Low (YTD): 2024-05-09 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   11,004.76%
Volatility 6M:   4,500.29%
Volatility 1Y:   -
Volatility 3Y:   -