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Soc. Generale Call 120 PAYX 17.01.../  DE000SQ6YDH5  /

Frankfurt Zert./SG
11/13/2024  3:46:45 PM Chg.-0.050 Bid4:13:41 PM Ask- Underlying Strike price Expiration date Option type
2.760EUR -1.78% 2.770
Bid Size: 30,000		 -
Ask Size: -		 Paychex Inc 120.00 USD 1/17/2025 Call
 

Master data

WKN: SQ6YDH
Issuer: Société Générale
Currency: EUR
Underlying: Paychex Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 1/17/2025
Issue date: 1/3/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.64
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 2.64
Time value: 0.12
Break-even: 140.63
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.03
Omega: 4.73
Rho: 0.18
 

Quote data

Open: 2.650
High: 2.760
Low: 2.650
Previous Close: 2.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month  
+45.26%
3 Months  
+140.00%
YTD  
+131.93%
1 Year  
+144.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.820 2.620
1M High / 1M Low: 2.820 1.760
6M High / 6M Low: 2.820 0.620
High (YTD): 11/11/2024 2.820
Low (YTD): 7/4/2024 0.620
52W High: 11/11/2024 2.820
52W Low: 7/4/2024 0.620
Avg. price 1W:   2.754
Avg. volume 1W:   0.000
Avg. price 1M:   2.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.405
Avg. volume 6M:   0.000
Avg. price 1Y:   1.337
Avg. volume 1Y:   0.000
Volatility 1M:   156.12%
Volatility 6M:   137.70%
Volatility 1Y:   115.69%
Volatility 3Y:   -