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BNP Paribas Call 28 WY 21.06.2024/  DE000PC1MB92  /

Frankfurt Zert./BNP
6/14/2024  11:50:36 AM Chg.-0.011 Bid12:09:16 PM Ask12:09:16 PM Underlying Strike price Expiration date Option type
0.089EUR -11.00% 0.085
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Weyerhaeuser Company 28.00 USD 6/21/2024 Call
 

Master data

WKN: PC1MB9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 USD
Maturity: 6/21/2024
Issue date: 12/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.09
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.09
Time value: 0.02
Break-even: 27.18
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.80
Theta: -0.03
Omega: 19.74
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.089
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.54%
1 Month
  -70.33%
3 Months
  -85.41%
YTD
  -87.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.310 0.100
6M High / 6M Low: 0.750 0.100
High (YTD): 3/27/2024 0.750
Low (YTD): 6/13/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.84%
Volatility 6M:   125.85%
Volatility 1Y:   -
Volatility 3Y:   -