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

EUWAX
2024-06-06  8:59:01 AM Chg.+0.24 Bid6:30:25 PM Ask6:30:25 PM Underlying Strike price Expiration date Option type
5.09EUR +4.95% 5.19
Bid Size: 10,000		 5.24
Ask Size: 10,000		 Paycom Software Inc 200.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-05-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.49
Leverage: Yes

Calculated values

Fair value: 5.13
Intrinsic value: 5.12
Implied volatility: 0.59
Historic volatility: 0.47
Parity: 5.12
Time value: 0.22
Break-even: 130.53
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.95%
Delta: -0.80
Theta: -0.04
Omega: -1.98
Rho: -0.46
 

Quote data

Open: 5.09
High: 5.09
Low: 5.09
Previous Close: 4.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.45%
1 Month  
+65.80%
3 Months  
+50.59%
YTD  
+104.42%
1 Year  
+260.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.03 3.65
1M High / 1M Low: 5.03 2.40
6M High / 6M Low: 5.03 1.80
High (YTD): 2024-06-04 5.03
Low (YTD): 2024-04-10 1.80
52W High: 2023-11-01 5.50
52W Low: 2023-08-01 0.77
Avg. price 1W:   4.50
Avg. volume 1W:   0.00
Avg. price 1M:   3.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.29
Avg. volume 1Y:   0.00
Volatility 1M:   130.49%
Volatility 6M:   113.71%
Volatility 1Y:   210.16%
Volatility 3Y:   -