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

EUWAX
14/06/2024  16:07:43 Chg.+0.20 Bid16:37:06 Ask16:37:06 Underlying Strike price Expiration date Option type
2.28EUR +9.62% 2.27
Bid Size: 10,000
2.28
Ask Size: 10,000
- 0.84 GBP 15/11/2024 Call
 

Master data

WKN: PC7N7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 15/11/2024
Issue date: 05/04/2024
Last trading day: 14/11/2024
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: 2.13
High: 2.28
Low: 2.11
Previous Close: 2.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month
  -32.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.41 2.08
1M High / 1M Low: 3.36 2.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -