BNP Paribas Call 10.8 FTE 21.06.2.../  DE000PC6MXZ9  /

EUWAX
2024-05-14  8:29:21 AM Chg.+0.037 Bid12:01:31 PM Ask12:01:31 PM Underlying Strike price Expiration date Option type
0.110EUR +50.68% 0.100
Bid Size: 22,000
0.110
Ask Size: 22,000
ORANGE INH. ... 10.80 EUR 2024-06-21 Call
 

Master data

WKN: PC6MXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.80 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 62.59
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -0.16
Time value: 0.17
Break-even: 10.97
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.34
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.43
Theta: 0.00
Omega: 26.77
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month
  -35.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.052
1M High / 1M Low: 0.490 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   590.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -