Soc. Generale Put 300 PAYC 20.09.2024
/ DE000SV6QZE4
Soc. Generale Put 300 PAYC 20.09..../ DE000SV6QZE4 /
| 2024-05-23 8:28:36 AM |
Chg.-0.31 |
Bid9:35:42 AM |
Ask9:35:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.43EUR |
-2.89% |
10.48
Bid Size: 1,000 |
11.56
Ask Size: 1,000 |
Paycom Software Inc |
300.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QZE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.09 |
| Intrinsic value: |
11.09 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.47 |
| Parity: |
11.09 |
| Time value: |
0.11 |
| Break-even: |
164.40 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.14 |
| Spread %: |
1.27% |
| Delta: |
-0.85 |
| Theta: |
-0.04 |
| Omega: |
-1.25 |
| Rho: |
-0.84 |
Quote data
| Open: |
10.43 |
| High: |
10.43 |
| Low: |
10.43 |
| Previous Close: |
10.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.80% |
| 1 Month |
|
|
+0.77% |
| 3 Months |
|
|
-1.04% |
| YTD |
|
|
+19.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.74 |
10.30 |
| 1M High / 1M Low: |
11.82 |
9.83 |
| 6M High / 6M Low: |
11.82 |
8.41 |
| High (YTD): |
2024-05-03 |
11.82 |
| Low (YTD): |
2024-04-10 |
8.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.43% |
| Volatility 6M: |
|
45.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
