BNP Paribas Call 0.88 EUR/GBP 19..../  DE000PC7N7Z8  /

EUWAX
2024-06-14  9:21:45 AM Chg.+0.07 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
2.36EUR +3.06% 2.36
Bid Size: 20,000
2.37
Ask Size: 20,000
- 0.88 GBP 2025-12-19 Call
 

Master data

WKN: PC7N7Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.88 GBP
Maturity: 2025-12-19
Issue date: 2024-04-05
Last trading day: 2025-12-18
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 43.10
Leverage: Yes

Calculated values

Fair value: 2.66
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.04
Parity: -4.60
Time value: 2.32
Break-even: 1.07
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.60
Theta: 0.00
Omega: 25.75
Rho: 0.01
 

Quote data

Open: 2.32
High: 2.36
Low: 2.32
Previous Close: 2.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.26%
1 Month
  -19.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.39 2.28
1M High / 1M Low: 2.93 2.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   29.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -