BNP Paribas Call 250 EPAM 17.01.2025
/ DE000PC31527
BNP Paribas Call 250 EPAM 17.01.2.../ DE000PC31527 /
| 2024-08-05 8:56:49 AM |
Chg.- |
Bid8:25:28 AM |
Ask8:25:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
- |
0.110
Bid Size: 25,000 |
0.150
Ask Size: 25,000 |
EPAM Systems Inc |
250.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
-0.38 |
| Time value: |
0.14 |
| Break-even: |
243.13 |
| Moneyness: |
0.84 |
| Premium: |
0.27 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.38 |
| Theta: |
-0.08 |
| Omega: |
5.13 |
| Rho: |
0.26 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+91.49% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.140 |
0.037 |
| 6M High / 6M Low: |
0.920 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.94% |
| Volatility 6M: |
|
240.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
