Soc. Generale Put 250 PAYC 21.06.2024
/ DE000SV6J895
Soc. Generale Put 250 PAYC 21.06..../ DE000SV6J895 /
| 5/15/2024 12:11:59 PM |
Chg.-0.360 |
Bid1:18:59 PM |
Ask1:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.520EUR |
-5.23% |
6.500
Bid Size: 1,000 |
7.370
Ask Size: 1,000 |
Paycom Software Inc |
250.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
SV6J89 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
5/19/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.98 |
| Intrinsic value: |
6.98 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.47 |
| Parity: |
6.98 |
| Time value: |
0.06 |
| Break-even: |
160.78 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.13 |
| Spread %: |
1.88% |
| Delta: |
-0.91 |
| Theta: |
-0.06 |
| Omega: |
-2.09 |
| Rho: |
-0.22 |
Quote data
| Open: |
6.420 |
| High: |
6.520 |
| Low: |
6.390 |
| Previous Close: |
6.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
+16.43% |
| 3 Months |
|
|
+19.85% |
| YTD |
|
|
+38.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.110 |
6.880 |
| 1M High / 1M Low: |
7.790 |
5.530 |
| 6M High / 6M Low: |
7.790 |
4.320 |
| High (YTD): |
5/2/2024 |
7.790 |
| Low (YTD): |
4/9/2024 |
4.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.878 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.23% |
| Volatility 6M: |
|
85.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
