OverviewChartNewsTraderScreen

Soc. Generale Put 64 PYPL 20.12.2.../  DE000SU26H98  /

Frankfurt Zert./SG
2024-06-11  8:55:09 AM Chg.-0.010 Bid2024-06-11 Ask2024-06-11 Underlying Strike price Expiration date Option type
0.450EUR -2.17% 0.450
Bid Size: 30,000		 0.460
Ask Size: 30,000		 PayPal Holdings Inc 64.00 USD 2024-12-20 Put
 

Master data

WKN: SU26H9
Issuer: Société Générale
Currency: EUR
Underlying: PayPal Holdings Inc
Type: Warrant
Option type: Put
Strike price: 64.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.26
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -0.29
Time value: 0.47
Break-even: 54.76
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.35
Theta: -0.01
Omega: -4.66
Rho: -0.14
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.41%
1 Month
  -29.69%
3 Months
  -48.28%
YTD
  -45.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.440
1M High / 1M Low: 0.680 0.440
6M High / 6M Low: 1.110 0.440
High (YTD): 2024-02-08 1.110
Low (YTD): 2024-06-07 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   0.783
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.72%
Volatility 6M:   110.75%
Volatility 1Y:   -
Volatility 3Y:   -