BNP Paribas Call 0.84 EUR/GBP 18..../  DE000PC7N7N4  /

Frankfurt Zert./BNP
14/06/2024  12:21:13 Chg.+0.110 Bid13:10:42 Ask13:10:42 Underlying Strike price Expiration date Option type
1.970EUR +5.91% 2.010
Bid Size: 10,000
2.020
Ask Size: 10,000
- 0.84 GBP 18/10/2024 Call
 

Master data

WKN: PC7N7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 18/10/2024
Issue date: 05/04/2024
Last trading day: 17/10/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 52.91
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.16
Implied volatility: 0.04
Historic volatility: 0.04
Parity: 0.16
Time value: 1.73
Break-even: 1.02
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.71
Theta: 0.00
Omega: 37.45
Rho: 0.00
 

Quote data

Open: 1.940
High: 1.970
Low: 1.870
Previous Close: 1.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.45%
1 Month
  -37.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 1.860
1M High / 1M Low: 3.170 1.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.986
Avg. volume 1W:   0.000
Avg. price 1M:   2.444
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -