Soc. Generale Put 250 PAYC 21.06.2024
/ DE000SV6J895
Soc. Generale Put 250 PAYC 21.06..../ DE000SV6J895 /
| 2024-04-30 8:58:32 AM |
Chg.-0.33 |
Bid6:01:52 PM |
Ask6:01:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.32EUR |
-5.84% |
5.58
Bid Size: 5,000 |
5.63
Ask Size: 5,000 |
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: |
-3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.47 |
| Parity: |
5.30 |
| Time value: |
0.27 |
| Break-even: |
177.62 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
-0.82 |
| Theta: |
-0.09 |
| Omega: |
-2.64 |
| Rho: |
-0.29 |
Quote data
| Open: |
5.32 |
| High: |
5.32 |
| Low: |
5.32 |
| Previous Close: |
5.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
+9.69% |
| 3 Months |
|
|
-6.34% |
| YTD |
|
|
+13.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.84 |
5.65 |
| 1M High / 1M Low: |
6.07 |
4.01 |
| 6M High / 6M Low: |
9.38 |
3.42 |
| High (YTD): |
2024-03-06 |
6.72 |
| Low (YTD): |
2024-04-10 |
4.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.63% |
| Volatility 6M: |
|
253.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
