BNP Paribas Call 10 FTE 21.03.202.../  DE000PC70GE1  /

EUWAX
19/06/2024  08:38:07 Chg.-0.010 Bid22:00:01 Ask22:00:01 Underlying Strike price Expiration date Option type
0.360EUR -2.70% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 EUR 21/03/2025 Call
 

Master data

WKN: PC70GE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.77
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -0.64
Time value: 0.43
Break-even: 10.43
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 16.22%
Delta: 0.43
Theta: 0.00
Omega: 9.43
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -64.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 1.070 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -