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BNP Paribas Call 105 ORC 21.06.20.../  DE000PC0LWZ6  /

EUWAX
2024-06-04  9:03:41 AM Chg.+0.13 Bid1:17:56 PM Ask1:17:56 PM Underlying Strike price Expiration date Option type
1.39EUR +10.32% 1.37
Bid Size: 20,000		 1.38
Ask Size: 20,000		 ORACLE CORP. D... 105.00 - 2024-06-21 Call
 

Master data

WKN: PC0LWZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.44
Implied volatility: 1.28
Historic volatility: 0.29
Parity: 0.44
Time value: 0.98
Break-even: 119.20
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 5.36
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.61
Theta: -0.35
Omega: 4.73
Rho: 0.02
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.91%
1 Month  
+11.20%
3 Months  
+6.92%
YTD  
+49.46%
1 Year
  -4.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.25
1M High / 1M Low: 1.92 1.24
6M High / 6M Low: 2.49 0.64
High (YTD): 2024-03-21 2.49
Low (YTD): 2024-01-05 0.72
52W High: 2023-06-15 2.84
52W Low: 2023-12-14 0.64
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   24
Avg. price 1Y:   1.62
Avg. volume 1Y:   11.76
Volatility 1M:   175.42%
Volatility 6M:   194.66%
Volatility 1Y:   165.38%
Volatility 3Y:   -