BNP Paribas Call 0.86 EUR/GBP 21..../  DE000PC3PZJ8  /

EUWAX
14/06/2024  21:12:19 Chg.+0.20 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.99EUR +11.17% -
Bid Size: -
-
Ask Size: -
- 0.86 GBP 21/03/2025 Call
 

Master data

WKN: PC3PZJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.86 GBP
Maturity: 21/03/2025
Issue date: 22/01/2024
Last trading day: 20/03/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 54.64
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.04
Parity: -2.22
Time value: 1.83
Break-even: 1.04
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.57
Theta: 0.00
Omega: 31.07
Rho: 0.00
 

Quote data

Open: 1.87
High: 1.99
Low: 1.80
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.53%
1 Month
  -24.91%
3 Months
  -27.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.79
1M High / 1M Low: 2.65 1.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -