BNP Paribas Call 10.5 FTE 21.06.2.../  DE000PC6MX00  /

Frankfurt Zert./BNP
5/13/2024  9:20:15 PM Chg.+0.070 Bid9:54:57 PM Ask9:54:57 PM Underlying Strike price Expiration date Option type
0.290EUR +31.82% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.50 EUR 6/21/2024 Call
 

Master data

WKN: PC6MX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 6/21/2024
Issue date: 3/14/2024
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 37.77
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.08
Implied volatility: 0.16
Historic volatility: 0.13
Parity: 0.08
Time value: 0.21
Break-even: 10.78
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.60
Theta: 0.00
Omega: 22.53
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.290
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+70.59%
1 Month
  -6.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.170
1M High / 1M Low: 0.720 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -