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

Frankfurt Zert./SG
21/05/2024  21:45:36 Chg.-0.070 Bid21:59:20 Ask21:59:20 Underlying Strike price Expiration date Option type
2.690EUR -2.54% 2.670
Bid Size: 1,200		 2.710
Ask Size: 1,200		 Paycom Software Inc 200.00 USD 20/09/2024 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: 20/09/2024
Issue date: 26/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.10
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 1.81
Implied volatility: 0.46
Historic volatility: 0.47
Parity: 1.81
Time value: 0.91
Break-even: 156.96
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 1.49%
Delta: -0.58
Theta: -0.06
Omega: -3.57
Rho: -0.42
 

Quote data

Open: 2.520
High: 2.710
Low: 2.520
Previous Close: 2.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.09%
1 Month
  -11.22%
3 Months
  -13.50%
YTD  
+8.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.060 2.600
1M High / 1M Low: 3.760 2.530
6M High / 6M Low: 3.760 1.950
High (YTD): 02/05/2024 3.760
Low (YTD): 09/04/2024 1.950
52W High: - -
52W Low: - -
Avg. price 1W:   2.782
Avg. volume 1W:   0.000
Avg. price 1M:   2.935
Avg. volume 1M:   0.000
Avg. price 6M:   2.856
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.66%
Volatility 6M:   100.74%
Volatility 1Y:   -
Volatility 3Y:   -