Soc. Generale Put 200 PAYC 20.09.2024
/ DE000SV6SYW5
Soc. Generale Put 200 PAYC 20.09..../ DE000SV6SYW5 /
2024-05-21 9:45:36 PM |
Chg.-0.070 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
-2.54% |
2.670 Bid Size: 1,200 |
2.710 Ask Size: 1,200 |
Paycom Software Inc |
200.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6SYW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.78 |
Intrinsic value: |
1.81 |
Implied volatility: |
0.46 |
Historic volatility: |
0.47 |
Parity: |
1.81 |
Time value: |
0.91 |
Break-even: |
156.96 |
Moneyness: |
1.11 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
1.49% |
Delta: |
-0.58 |
Theta: |
-0.06 |
Omega: |
-3.57 |
Rho: |
-0.42 |
Quote data
Open: |
2.520 |
High: |
2.710 |
Low: |
2.520 |
Previous Close: |
2.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.09% |
1 Month |
|
|
-11.22% |
3 Months |
|
|
-13.50% |
YTD |
|
|
+8.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.600 |
1M High / 1M Low: |
3.760 |
2.530 |
6M High / 6M Low: |
3.760 |
1.950 |
High (YTD): |
2024-05-02 |
3.760 |
Low (YTD): |
2024-04-09 |
1.950 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.935 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.856 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.66% |
Volatility 6M: |
|
100.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |