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Soc. Generale Call 114 PAYX 17.01.../  DE000SV7AA95  /

Frankfurt Zert./SG
2024-11-13  12:20:55 PM Chg.-0.140 Bid12:31:00 PM Ask- Underlying Strike price Expiration date Option type
3.210EUR -4.18% 3.210
Bid Size: 2,000		 -
Ask Size: -		 Paychex Inc 114.00 USD 2025-01-17 Call
 

Master data

WKN: SV7AA9
Issuer: Société Générale
Currency: EUR
Underlying: Paychex Inc
Type: Warrant
Option type: Call
Strike price: 114.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 3.26
Intrinsic value: 3.20
Implied volatility: 0.38
Historic volatility: 0.18
Parity: 3.20
Time value: 0.10
Break-even: 140.38
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 4.05
Rho: 0.18
 

Quote data

Open: 3.180
High: 3.220
Low: 3.180
Previous Close: 3.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.83%
1 Month  
+34.31%
3 Months  
+109.80%
YTD  
+115.44%
1 Year  
+126.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.390 3.150
1M High / 1M Low: 3.390 2.250
6M High / 6M Low: 3.390 0.910
High (YTD): 2024-11-08 3.390
Low (YTD): 2024-07-04 0.910
52W High: 2024-11-08 3.390
52W Low: 2024-07-04 0.910
Avg. price 1W:   3.304
Avg. volume 1W:   0.000
Avg. price 1M:   2.710
Avg. volume 1M:   0.000
Avg. price 6M:   1.809
Avg. volume 6M:   0.000
Avg. price 1Y:   1.704
Avg. volume 1Y:   0.000
Volatility 1M:   134.67%
Volatility 6M:   117.18%
Volatility 1Y:   100.13%
Volatility 3Y:   -