Soc. Generale Call 290 EPAM 21.03.../  DE000SJ2Z110  /

EUWAX
1/24/2025  9:52:05 AM Chg.+0.011 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.038EUR +40.74% -
Bid Size: -
-
Ask Size: -
EPAM Systems Inc 290.00 USD 3/21/2025 Call
 

Master data

WKN: SJ2Z11
Issuer: Société Générale
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 3/21/2025
Issue date: 11/18/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 38.80
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -0.36
Time value: 0.06
Break-even: 282.53
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.91
Spread abs.: 0.01
Spread %: 19.23%
Delta: 0.26
Theta: -0.13
Omega: 9.99
Rho: 0.08
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month
  -50.65%
3 Months     -
YTD
  -19.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.038 0.019
1M High / 1M Low: 0.051 0.019
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.042
Low (YTD): 1/20/2025 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -