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Soc. Generale Put 200 PAYC 21.06..../  DE000SW38Z58  /

Frankfurt Zert./SG
2024-06-06  9:35:17 PM Chg.-0.160 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
4.910EUR -3.16% 4.970
Bid Size: 1,000		 5.100
Ask Size: 1,000		 Paycom Software Inc 200.00 USD 2024-06-21 Put
 

Master data

WKN: SW38Z5
Issuer: Société Générale
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.56
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 5.12
Implied volatility: 1.04
Historic volatility: 0.47
Parity: 5.12
Time value: 0.06
Break-even: 132.13
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.13
Spread %: 2.57%
Delta: -0.92
Theta: -0.11
Omega: -2.37
Rho: -0.07
 

Quote data

Open: 4.570
High: 5.030
Low: 4.530
Previous Close: 5.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.93%
1 Month  
+98.79%
3 Months  
+68.15%
YTD  
+146.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.070 3.750
1M High / 1M Low: 5.070 1.850
6M High / 6M Low: 5.070 1.180
High (YTD): 2024-06-05 5.070
Low (YTD): 2024-04-09 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   4.730
Avg. volume 1W:   0.000
Avg. price 1M:   2.900
Avg. volume 1M:   0.000
Avg. price 6M:   2.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.66%
Volatility 6M:   165.59%
Volatility 1Y:   -
Volatility 3Y:   -