BNP Paribas Call 250 EPAM 20.12.2024
/ DE000PC315X4
BNP Paribas Call 250 EPAM 20.12.2.../ DE000PC315X4 /
| 06/08/2024 09:31:12 |
Chg.0.000 |
Bid13:39:19 |
Ask13:39:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.090
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
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: |
15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
-0.44 |
| Time value: |
0.12 |
| Break-even: |
240.30 |
| Moneyness: |
0.81 |
| Premium: |
0.30 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.04 |
| Spread %: |
50.00% |
| Delta: |
0.34 |
| Theta: |
-0.09 |
| Omega: |
5.24 |
| Rho: |
0.19 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
-71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.130 |
0.033 |
| 6M High / 6M Low: |
0.820 |
0.014 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.56% |
| Volatility 6M: |
|
262.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
