Soc. Generale Put 250 PAYC 21.06.2024
/ DE000SV6J895
Soc. Generale Put 250 PAYC 21.06..../ DE000SV6J895 /
2024-06-04 9:36:25 PM |
Chg.-0.140 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.420EUR |
-1.46% |
9.420 Bid Size: 1,000 |
9.550 Ask Size: 1,000 |
Paycom Software Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SV6J89 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-19 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.61 |
Intrinsic value: |
9.61 |
Implied volatility: |
1.49 |
Historic volatility: |
0.47 |
Parity: |
9.61 |
Time value: |
0.07 |
Break-even: |
132.40 |
Moneyness: |
1.72 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.13 |
Spread %: |
1.36% |
Delta: |
-0.94 |
Theta: |
-0.14 |
Omega: |
-1.29 |
Rho: |
-0.10 |
Quote data
Open: |
9.110 |
High: |
9.470 |
Low: |
9.110 |
Previous Close: |
9.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.77% |
1 Month |
|
|
+28.69% |
3 Months |
|
|
+40.39% |
YTD |
|
|
+100.00% |
1 Year |
|
|
+230.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.680 |
7.550 |
1M High / 1M Low: |
9.680 |
6.280 |
6M High / 6M Low: |
9.680 |
4.320 |
High (YTD): |
2024-05-31 |
9.680 |
Low (YTD): |
2024-04-09 |
4.320 |
52W High: |
2024-05-31 |
9.680 |
52W Low: |
2023-08-01 |
1.150 |
Avg. price 1W: |
|
8.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.944 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.499 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.51% |
Volatility 6M: |
|
89.29% |
Volatility 1Y: |
|
215.82% |
Volatility 3Y: |
|
- |