Soc. Generale Call 205 EPAM 20.12.2024
/ DE000SY118K0
Soc. Generale Call 205 EPAM 20.12.../ DE000SY118K0 /
| 8/5/2024 8:24:55 AM |
Chg.-0.100 |
Bid4:49:21 PM |
Ask4:49:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-18.87% |
0.480
Bid Size: 50,000 |
0.490
Ask Size: 50,000 |
EPAM Systems Inc |
205.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY118K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.07 |
| Time value: |
0.48 |
| Break-even: |
215.38 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
4.21 |
| Rho: |
0.33 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
+72.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.500 |
| 1M High / 1M Low: |
0.590 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
