Soc. Generale Put 180 EPAM 21.06..../  DE000SY0A6J4  /

EUWAX
2024-06-14  10:05:02 AM Chg.+0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.035EUR +9.38% -
Bid Size: -
-
Ask Size: -
EPAM Systems Inc 180.00 USD 2024-06-21 Put
 

Master data

WKN: SY0A6J
Issuer: Société Générale
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Put
Strike price: 180.00 USD
Maturity: 2024-06-21
Issue date: 2024-05-13
Last trading day: 2024-06-21
Ratio: 50:1
Exercise type: European
Quanto: No
Gearing: -38.14
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.05
Implied volatility: 0.37
Historic volatility: 0.38
Parity: 0.05
Time value: 0.04
Break-even: 163.80
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 12.99%
Delta: -0.60
Theta: -0.24
Omega: -22.83
Rho: -0.02
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.83%
1 Month
  -45.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.032
1M High / 1M Low: 0.130 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   499.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -