BNP Paribas Call 1 EURCHF 20.12.2.../  DE000PC7N636  /

EUWAX
2024-06-06  9:07:13 PM Chg.-0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 1.00 CHF 2024-12-20 Call
 

Master data

WKN: PC7N63
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 2024-12-20
Issue date: 2024-04-05
Last trading day: 2024-12-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 196.08
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.05
Parity: -2.97
Time value: 0.51
Break-even: 1.03
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.34
Theta: 0.00
Omega: 67.04
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.480
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.34%
1 Month
  -38.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.450
1M High / 1M Low: 1.040 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -