BNP Paribas Call 20.5 DTE 17.05.2.../  DE000PC49VP0  /

EUWAX
2024-05-10  9:42:29 AM Chg.+0.34 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
1.54EUR +28.33% -
Bid Size: -
-
Ask Size: -
DT.TELEKOM AG NA 20.50 EUR 2024-05-17 Call
 

Master data

WKN: PC49VP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.50 EUR
Maturity: 2024-05-17
Issue date: 2024-02-19
Last trading day: 2024-05-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.99
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.47
Implied volatility: 0.49
Historic volatility: 0.17
Parity: 1.47
Time value: 0.10
Break-even: 22.07
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.32
Spread abs.: 0.10
Spread %: 6.80%
Delta: 0.88
Theta: -0.03
Omega: 12.25
Rho: 0.00
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.31%
1 Month  
+40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.15
1M High / 1M Low: 1.54 0.69
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -