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

EUWAX
2024-05-31  8:59:56 AM Chg.+0.38 Bid9:12:39 AM Ask9:12:39 AM Underlying Strike price Expiration date Option type
12.50EUR +3.14% 12.50
Bid Size: 1,000		 13.60
Ask Size: 1,000		 Paycom Software Inc 300.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.12
Leverage: Yes

Calculated values

Fair value: 13.02
Intrinsic value: 13.02
Implied volatility: 1.56
Historic volatility: 0.47
Parity: 13.02
Time value: 0.08
Break-even: 145.97
Moneyness: 1.89
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 1.16%
Delta: -0.93
Theta: -0.14
Omega: -1.05
Rho: -0.15
 

Quote data

Open: 12.50
High: 12.50
Low: 12.50
Previous Close: 12.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.82%
1 Month  
+32.56%
3 Months  
+22.19%
YTD  
+47.06%
1 Year  
+127.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.12 11.08
1M High / 1M Low: 12.12 9.43
6M High / 6M Low: 12.12 8.05
High (YTD): 2024-05-30 12.12
Low (YTD): 2024-04-10 8.05
52W High: 2023-11-01 13.93
52W Low: 2023-08-01 2.17
Avg. price 1W:   11.56
Avg. volume 1W:   0.00
Avg. price 1M:   11.00
Avg. volume 1M:   0.00
Avg. price 6M:   9.92
Avg. volume 6M:   0.00
Avg. price 1Y:   7.61
Avg. volume 1Y:   0.00
Volatility 1M:   73.16%
Volatility 6M:   54.91%
Volatility 1Y:   155.59%
Volatility 3Y:   -