BNP Paribas Call 0.84 EUR/GBP 15..../  DE000PC7N7U9  /

Frankfurt Zert./BNP
2024-06-14  12:21:35 PM Chg.+0.100 Bid1:15:14 PM Ask1:15:14 PM Underlying Strike price Expiration date Option type
2.190EUR +4.78% 2.240
Bid Size: 10,000
2.250
Ask Size: 10,000
- 0.84 GBP 2024-11-15 Call
 

Master data

WKN: PC7N7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 2024-11-15
Issue date: 2024-04-05
Last trading day: 2024-11-14
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 47.39
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 0.16
Implied volatility: 0.04
Historic volatility: 0.04
Parity: 0.16
Time value: 1.95
Break-even: 1.02
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.74
Theta: 0.00
Omega: 35.00
Rho: 0.00
 

Quote data

Open: 2.160
High: 2.190
Low: 2.090
Previous Close: 2.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.75%
1 Month
  -34.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.400 2.090
1M High / 1M Low: 3.350 2.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.202
Avg. volume 1W:   0.000
Avg. price 1M:   2.647
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -