Soc. Generale Put 64 PYPL 20.12.2024
/ DE000SU26H98
Soc. Generale Put 64 PYPL 20.12.2.../ DE000SU26H98 /
| 2024-06-04 8:08:03 AM |
Chg.-0.020 |
Bid9:01:12 PM |
Ask9:01:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
0.580
Bid Size: 400,000 |
0.590
Ask Size: 400,000 |
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: |
-10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
0.05 |
| Time value: |
0.53 |
| Break-even: |
52.88 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-4.31 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
-32.94% |
| YTD |
|
|
-29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
0.700 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
1.090 |
| Low (YTD): |
2024-05-03 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
