Soc. Generale Put 200 PAYC 20.09.2024
/ DE000SV6SYW5
Soc. Generale Put 200 PAYC 20.09..../ DE000SV6SYW5 /
| 2024-04-30 6:40:26 PM |
Chg.+0.080 |
Bid6:44:37 PM |
Ask6:44:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.610EUR |
+3.16% |
2.630
Bid Size: 9,000 |
2.660
Ask Size: 9,000 |
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: |
-7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
0.64 |
| Time value: |
1.92 |
| Break-even: |
161.06 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
-0.46 |
| Theta: |
-0.07 |
| Omega: |
-3.23 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.410 |
| High: |
2.610 |
| Low: |
2.410 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
+24.88% |
| 3 Months |
|
|
-9.38% |
| YTD |
|
|
+4.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.530 |
| 1M High / 1M Low: |
3.030 |
1.950 |
| 6M High / 6M Low: |
5.500 |
1.950 |
| High (YTD): |
2024-03-05 |
3.620 |
| Low (YTD): |
2024-04-09 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.67% |
| Volatility 6M: |
|
257.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
