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Soc. Generale Put 300 PAYC 21.06..../  DE000SV6J9A8  /

Frankfurt Zert./SG
5/16/2024  9:40:36 PM Chg.-0.340 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
10.870EUR -3.03% 10.880
Bid Size: 1,000		 11.020
Ask Size: 1,000		 Paycom Software Inc 300.00 USD 6/21/2024 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: 6/21/2024
Issue date: 5/19/2023
Last trading day: 6/20/2024
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: CL
 
  All quotes in EUR

Performance

1 Week
  -6.93%
1 Month  
+5.53%
3 Months  
+8.27%
YTD  
+27.88%
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): 5/2/2024 12.320
Low (YTD): 4/9/2024 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:   -