BNP Paribas Call 150 CFR 21.03.20.../  DE000PC7Y6D4  /

EUWAX
2024-09-20  9:58:09 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 150.00 CHF 2025-03-21 Call
 

Master data

WKN: PC7Y6D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.00
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.29
Parity: -3.80
Time value: 0.12
Break-even: 159.21
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.11
Theta: -0.01
Omega: 11.31
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -77.97%
3 Months
  -84.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.600 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -