BNP Paribas Call 140 CFR 19.12.20.../  DE000PC4AC50  /

EUWAX
9/20/2024  9:57:17 AM Chg.-0.100 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.620EUR -13.89% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 140.00 CHF 12/19/2025 Call
 

Master data

WKN: PC4AC5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.67
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.29
Parity: -2.75
Time value: 0.61
Break-even: 153.58
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.32
Theta: -0.02
Omega: 6.38
Rho: 0.41
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.48%
1 Month
  -61.01%
3 Months
  -66.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.620
1M High / 1M Low: 1.600 0.620
6M High / 6M Low: 2.600 0.620
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   1.075
Avg. volume 1M:   0.000
Avg. price 6M:   1.601
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.71%
Volatility 6M:   108.46%
Volatility 1Y:   -
Volatility 3Y:   -