BNP Paribas Call 250 EPAM 17.01.2025
/ DE000PC31527
BNP Paribas Call 250 EPAM 17.01.2.../ DE000PC31527 /
| 15/08/2024 19:21:05 |
Chg.+0.007 |
Bid15/08/2024 |
Ask15/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+12.07% |
0.065
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
EPAM Systems Inc |
250.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC3152 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-0.45 |
| Time value: |
0.09 |
| Break-even: |
236.13 |
| Moneyness: |
0.80 |
| Premium: |
0.30 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
51.67% |
| Delta: |
0.30 |
| Theta: |
-0.07 |
| Omega: |
5.98 |
| Rho: |
0.19 |
Quote data
| Open: |
0.060 |
| High: |
0.068 |
| Low: |
0.060 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.040 |
| 1M High / 1M Low: |
0.150 |
0.040 |
| 6M High / 6M Low: |
0.890 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.65% |
| Volatility 6M: |
|
324.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
