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BNP Paribas Call 115 ORC 21.06.20.../  DE000PC0LW32  /

EUWAX
04/06/2024  09:03:41 Chg.+0.090 Bid14:23:02 Ask14:23:02 Underlying Strike price Expiration date Option type
0.670EUR +15.52% 0.660
Bid Size: 27,000		 0.670
Ask Size: 27,000		 ORACLE CORP. D... 115.00 - 21/06/2024 Call
 

Master data

WKN: PC0LW3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 21/06/2024
Issue date: 31/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.62
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.29
Parity: -0.56
Time value: 0.70
Break-even: 122.00
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 9.47
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.45
Theta: -0.27
Omega: 7.05
Rho: 0.02
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.63%
1 Month  
+8.06%
3 Months
  -12.99%
YTD  
+28.85%
1 Year
  -33.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.580
1M High / 1M Low: 1.100 0.580
6M High / 6M Low: 1.700 0.340
High (YTD): 21/03/2024 1.700
Low (YTD): 05/01/2024 0.370
52W High: 15/06/2023 2.230
52W Low: 14/12/2023 0.340
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   1.059
Avg. volume 1Y:   0.000
Volatility 1M:   243.27%
Volatility 6M:   251.52%
Volatility 1Y:   209.31%
Volatility 3Y:   -