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

EUWAX
20/09/2024  21:06:33 Chg.+0.022 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.090EUR +32.35% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 1.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 05/04/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 909.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.06
Parity: -5.34
Time value: 0.11
Break-even: 1.05
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.08
Theta: 0.00
Omega: 72.74
Rho: 0.00
 

Quote data

Open: 0.056
High: 0.090
Low: 0.056
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -47.06%
3 Months
  -68.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.049
1M High / 1M Low: 0.170 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -