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BNP Paribas Call 185 SIE 20.12.20.../  DE000PC03WY7  /

EUWAX
6/25/2024  8:33:52 AM Chg.+0.040 Bid6:11:34 PM Ask6:11:34 PM Underlying Strike price Expiration date Option type
0.700EUR +6.06% 0.700
Bid Size: 8,200		 0.730
Ask Size: 8,200		 SIEMENS AG NA O.N. 185.00 - 12/20/2024 Call
 

Master data

WKN: PC03WY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 12/20/2024
Issue date: 4/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.43
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -1.40
Time value: 0.73
Break-even: 192.30
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.39
Theta: -0.04
Omega: 9.18
Rho: 0.29
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -29.29%
3 Months
  -39.66%
YTD
  -35.19%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.660
1M High / 1M Low: 1.160 0.640
6M High / 6M Low: 1.880 0.640
High (YTD): 3/18/2024 1.880
Low (YTD): 6/17/2024 0.640
52W High: 3/18/2024 1.880
52W Low: 10/27/2023 0.150
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.905
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.784
Avg. volume 1Y:   0.000
Volatility 1M:   192.62%
Volatility 6M:   137.71%
Volatility 1Y:   149.72%
Volatility 3Y:   -