BNP Paribas Call 32 CRIN 20.06.20.../  DE000PC8G4G3  /

EUWAX
2024-06-14  12:09:35 PM Chg.-2.29 Bid12:25:11 PM Ask12:25:11 PM Underlying Strike price Expiration date Option type
1.44EUR -61.39% -
Bid Size: -
-
Ask Size: -
UNICREDIT 32.00 EUR 2024-06-20 Call
 

Master data

WKN: PC8G4G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-06-20
Issue date: 2024-04-17
Last trading day: 2024-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.45
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 2.45
Time value: 0.09
Break-even: 34.53
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.16
Spread abs.: 0.21
Spread %: 9.05%
Delta: 0.92
Theta: -0.03
Omega: 12.55
Rho: 0.00
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 3.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.35%
1 Month
  -67.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.55 3.59
1M High / 1M Low: 4.95 3.59
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.12
Avg. volume 1W:   0.00
Avg. price 1M:   4.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -