BNP Paribas Call 0.86 EUR/GBP 20..../  DE000PC3PZS9  /

EUWAX
14/06/2024  21:12:18 Chg.+0.21 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
2.50EUR +9.17% -
Bid Size: -
-
Ask Size: -
- 0.86 GBP 20/06/2025 Call
 

Master data

WKN: PC3PZS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.86 GBP
Maturity: 20/06/2025
Issue date: 22/01/2024
Last trading day: 19/06/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 43.10
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.04
Parity: -2.22
Time value: 2.32
Break-even: 1.05
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.66
Theta: 0.00
Omega: 28.65
Rho: 0.01
 

Quote data

Open: 2.36
High: 2.50
Low: 2.28
Previous Close: 2.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.40%
1 Month
  -20.63%
3 Months
  -22.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.29
1M High / 1M Low: 3.15 2.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.36
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -