BNP Paribas Call 250 EPAM 17.01.2.../  DE000PC31527  /

EUWAX
17/09/2024  09:49:18 Chg.+0.006 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.052EUR +13.04% -
Bid Size: -
-
Ask Size: -
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: 20.29
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.40
Time value: 0.09
Break-even: 233.73
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 1.03
Spread abs.: 0.04
Spread %: 75.00%
Delta: 0.31
Theta: -0.08
Omega: 6.27
Rho: 0.16
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.86%
1 Month
  -8.77%
3 Months  
+40.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.046
1M High / 1M Low: 0.059 0.026
6M High / 6M Low: 0.770 0.018
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.53%
Volatility 6M:   294.65%
Volatility 1Y:   -
Volatility 3Y:   -