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BNP Paribas Call 15 CLZNF 21.06.2.../  DE000PC03Q65  /

EUWAX
2024-06-07  10:14:10 AM Chg.+0.003 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.004EUR +300.00% -
Bid Size: -		 -
Ask Size: -		 Clariant AG 15.00 - 2024-06-21 Call
 

Master data

WKN: PC03Q6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Clariant AG
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 311.09
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.69
Time value: 0.05
Break-even: 15.05
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 3.09
Spread abs.: 0.04
Spread %: 666.67%
Delta: 0.15
Theta: -0.01
Omega: 46.01
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month
  -97.78%
3 Months
  -63.64%
YTD
  -97.89%
1 Year
  -99.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.001
1M High / 1M Low: 0.260 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 2024-05-27 0.260
Low (YTD): 2024-06-06 0.001
52W High: 2023-09-04 1.550
52W Low: 2024-06-06 0.001
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   1,289.59%
Volatility 6M:   667.58%
Volatility 1Y:   481.82%
Volatility 3Y:   -