OverviewChartNewsTraderScreen

Soc. Generale Put 200 PAYC 20.09..../  DE000SV6SYW5  /

Frankfurt Zert./SG
6/14/2024  8:15:31 PM Chg.-0.060 Bid9:03:53 PM Ask9:03:53 PM Underlying Strike price Expiration date Option type
5.540EUR -1.07% 5.540
Bid Size: 9,000		 5.590
Ask Size: 9,000		 Paycom Software Inc 200.00 USD 9/20/2024 Put
 

Master data

WKN: SV6SYW
Issuer: Société Générale
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 9/20/2024
Issue date: 5/26/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.32
Leverage: Yes

Calculated values

Fair value: 5.50
Intrinsic value: 5.50
Implied volatility: 0.61
Historic volatility: 0.48
Parity: 5.50
Time value: 0.17
Break-even: 129.56
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 1.07%
Delta: -0.82
Theta: -0.04
Omega: -1.90
Rho: -0.44
 

Quote data

Open: 5.410
High: 5.730
Low: 5.410
Previous Close: 5.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.13%
1 Month  
+81.05%
3 Months  
+104.43%
YTD  
+122.49%
1 Year  
+390.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.600 5.200
1M High / 1M Low: 5.600 2.600
6M High / 6M Low: 5.600 1.950
High (YTD): 6/13/2024 5.600
Low (YTD): 4/9/2024 1.950
52W High: 6/13/2024 5.600
52W Low: 8/1/2023 0.770
Avg. price 1W:   5.362
Avg. volume 1W:   0.000
Avg. price 1M:   4.033
Avg. volume 1M:   0.000
Avg. price 6M:   3.007
Avg. volume 6M:   0.000
Avg. price 1Y:   2.432
Avg. volume 1Y:   0.000
Volatility 1M:   118.33%
Volatility 6M:   108.77%
Volatility 1Y:   210.40%
Volatility 3Y:   -