BNP Paribas Call 130 GXI 21.03.20.../  DE000PC7ZPH3  /

EUWAX
2024-09-24  6:12:51 PM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 130.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7ZPH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.48
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.39
Parity: -3.31
Time value: 0.20
Break-even: 132.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.88
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.17
Theta: -0.02
Omega: 8.21
Rho: 0.07
 

Quote data

Open: 0.180
High: 0.190
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.93%
1 Month  
+5.88%
3 Months
  -55.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.180
1M High / 1M Low: 0.370 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -