BNP Paribas Call 140 AFX 19.12.20.../  DE000PC6MD53  /

EUWAX
2024-06-06  6:11:47 PM Chg.-0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% -
Bid Size: -
-
Ask Size: -
CARL ZEISS MEDITEC A... 140.00 EUR 2025-12-19 Call
 

Master data

WKN: PC6MD5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.86
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -5.52
Time value: 0.45
Break-even: 144.50
Moneyness: 0.61
Premium: 0.70
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 12.50%
Delta: 0.24
Theta: -0.01
Omega: 4.49
Rho: 0.24
 

Quote data

Open: 0.410
High: 0.420
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month
  -54.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.860 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -