Soc. Generale Put 155 EPAM 20.09.2024
/ DE000SY21T46
Soc. Generale Put 155 EPAM 20.09..../ DE000SY21T46 /
| 15/08/2024 09:54:53 |
Chg.-0.002 |
Bid10:15:00 |
Ask10:15:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-66.67% |
0.001
Bid Size: 25,000 |
0.023
Ask Size: 25,000 |
EPAM Systems Inc |
155.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY21T4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/07/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-181.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.38 |
| Parity: |
-0.82 |
| Time value: |
0.02 |
| Break-even: |
139.76 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
7.18 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
-0.06 |
| Theta: |
-0.06 |
| Omega: |
-11.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.00% |
| 1 Month |
|
|
-97.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.003 |
| 1M High / 1M Low: |
0.046 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,187.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
