Soc. Generale Call 150 PAYC 20.12.2024
/ DE000SW7ETD2
Soc. Generale Call 150 PAYC 20.12.../ DE000SW7ETD2 /
| 16/05/2024 21:39:09 |
Chg.+0.230 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.110EUR |
+5.93% |
4.120
Bid Size: 1,000 |
4.180
Ask Size: 1,000 |
Paycom Software Inc |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW7ETD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
2.52 |
| Time value: |
1.43 |
| Break-even: |
177.26 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
1.54% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
3.11 |
| Rho: |
0.50 |
Quote data
| Open: |
3.720 |
| High: |
4.120 |
| Low: |
3.720 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.30% |
| 1 Month |
|
|
-19.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.110 |
3.660 |
| 1M High / 1M Low: |
5.360 |
3.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
