Soc. Generale Put 300 PAYC 21.06.2024
/ DE000SV6J9A8
Soc. Generale Put 300 PAYC 21.06..../ DE000SV6J9A8 /
16/05/2024 16:52:27 |
Chg.-0.230 |
Bid17:23:37 |
Ask17:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
10.980EUR |
-2.05% |
10.880 Bid Size: 8,000 |
11.020 Ask Size: 8,000 |
Paycom Software Inc |
300.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
SV6J9A |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
19/05/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.26 |
Intrinsic value: |
11.26 |
Implied volatility: |
1.08 |
Historic volatility: |
0.47 |
Parity: |
11.26 |
Time value: |
0.08 |
Break-even: |
162.12 |
Moneyness: |
1.69 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.14 |
Spread %: |
1.25% |
Delta: |
-0.91 |
Theta: |
-0.09 |
Omega: |
-1.31 |
Rho: |
-0.26 |
Quote data
Open: |
10.700 |
High: |
11.050 |
Low: |
10.700 |
Previous Close: |
11.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.99% |
1 Month |
|
|
+6.60% |
3 Months |
|
|
+9.36% |
YTD |
|
|
+29.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.680 |
11.210 |
1M High / 1M Low: |
12.320 |
9.940 |
6M High / 6M Low: |
12.320 |
8.500 |
High (YTD): |
02/05/2024 |
12.320 |
Low (YTD): |
09/04/2024 |
8.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.158 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.68% |
Volatility 6M: |
|
57.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |