BNP Paribas Call 250 EPAM 20.12.2024
/ DE000PC315X4
BNP Paribas Call 250 EPAM 20.12.2.../ DE000PC315X4 /
15/11/2024 09:29:17 |
Chg.-0.030 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-33.33% |
- Bid Size: - |
- Ask Size: - |
EPAM Systems Inc |
250.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC315X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EPAM Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
29/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.40 |
Parity: |
-0.14 |
Time value: |
0.06 |
Break-even: |
243.47 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.04 |
Spread %: |
252.94% |
Delta: |
0.34 |
Theta: |
-0.16 |
Omega: |
12.82 |
Rho: |
0.07 |
Quote data
Open: |
0.060 |
High: |
0.060 |
Low: |
0.060 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+62.16% |
1 Month |
|
|
+361.54% |
3 Months |
|
|
+30.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.031 |
1M High / 1M Low: |
0.090 |
0.001 |
6M High / 6M Low: |
0.130 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.065 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
12,432.11% |
Volatility 6M: |
|
5,266.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |