Soc. Generale Put 300 PAYC 21.06.2024
/ DE000SV6J9A8
Soc. Generale Put 300 PAYC 21.06..../ DE000SV6J9A8 /
| 2024-04-29 4:56:06 PM |
Chg.-0.270 |
Bid6:02:22 PM |
Ask6:02:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.000EUR |
-2.63% |
9.910
Bid Size: 4,000 |
10.040
Ask Size: 4,000 |
Paycom Software Inc |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV6J9A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 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: |
-1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.38 |
| Intrinsic value: |
10.38 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.47 |
| Parity: |
10.38 |
| Time value: |
0.11 |
| Break-even: |
175.29 |
| Moneyness: |
1.59 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.13 |
| Spread %: |
1.25% |
| Delta: |
-0.89 |
| Theta: |
-0.07 |
| Omega: |
-1.50 |
| Rho: |
-0.38 |
Quote data
| Open: |
9.760 |
| High: |
10.190 |
| Low: |
9.730 |
| Previous Close: |
10.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
+14.03% |
| 3 Months |
|
|
+2.25% |
| YTD |
|
|
+17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.590 |
10.270 |
| 1M High / 1M Low: |
10.860 |
8.610 |
| 6M High / 6M Low: |
13.930 |
6.240 |
| High (YTD): |
2024-03-05 |
11.660 |
| Low (YTD): |
2024-04-09 |
8.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.90% |
| Volatility 6M: |
|
179.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
