BNP Paribas Call 30 SZG 20.12.202.../  DE000PC5HXZ1  /

EUWAX
2024-06-05  6:14:21 PM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.450EUR +2.27% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 30.00 - 2024-12-20 Call
 

Master data

WKN: PC5HXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2024-02-22
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 39.67
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -8.58
Time value: 0.54
Break-even: 30.54
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.92
Spread abs.: 0.10
Spread %: 22.73%
Delta: 0.18
Theta: 0.00
Omega: 7.09
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.460
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.62%
1 Month
  -32.84%
3 Months
  -31.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.440
1M High / 1M Low: 0.740 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   487.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -