BNP Paribas Call 300 EPAM 20.12.2024
/ DE000PC315Z9
BNP Paribas Call 300 EPAM 20.12.2.../ DE000PC315Z9 /
| 06/08/2024 09:31:12 |
Chg.+0.010 |
Bid10:10:12 |
Ask10:10:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
+100.00% |
0.020
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
EPAM Systems Inc |
300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC315Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.37 |
| Parity: |
-0.89 |
| Time value: |
0.09 |
| Break-even: |
283.06 |
| Moneyness: |
0.67 |
| Premium: |
0.53 |
| Premium p.a.: |
2.15 |
| Spread abs.: |
0.07 |
| Spread %: |
355.00% |
| Delta: |
0.24 |
| Theta: |
-0.09 |
| Omega: |
4.91 |
| Rho: |
0.13 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.39% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.010 |
| 1M High / 1M Low: |
0.046 |
0.003 |
| 6M High / 6M Low: |
0.530 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,726.38% |
| Volatility 6M: |
|
1,514.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
