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BNP Paribas Call 320 URI 21.06.20.../  DE000PC03GB8  /

EUWAX
2024-06-17  8:38:35 AM Chg.-0.99 Bid9:15:38 AM Ask9:15:38 AM Underlying Strike price Expiration date Option type
27.71EUR -3.45% 27.68
Bid Size: 250		 -
Ask Size: -		 United Rentals 320.00 - 2024-06-21 Call
 

Master data

WKN: PC03GB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.01
Leverage: Yes

Calculated values

Fair value: 25.59
Intrinsic value: 25.58
Implied volatility: 6.57
Historic volatility: 0.32
Parity: 25.58
Time value: 3.12
Break-even: 607.00
Moneyness: 1.80
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 1.00
Spread %: 3.61%
Delta: 0.88
Theta: -9.66
Omega: 1.77
Rho: 0.02
 

Quote data

Open: 27.71
High: 27.71
Low: 27.71
Previous Close: 28.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.54%
1 Month
  -17.04%
3 Months
  -15.36%
YTD  
+14.22%
1 Year  
+143.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 30.30 28.40
1M High / 1M Low: 35.21 28.40
6M High / 6M Low: 37.50 21.16
High (YTD): 2024-03-22 37.50
Low (YTD): 2024-01-05 21.16
52W High: 2024-03-22 37.50
52W Low: 2023-10-27 10.18
Avg. price 1W:   29.21
Avg. volume 1W:   0.00
Avg. price 1M:   31.19
Avg. volume 1M:   0.00
Avg. price 6M:   30.67
Avg. volume 6M:   0.00
Avg. price 1Y:   22.44
Avg. volume 1Y:   0.00
Volatility 1M:   62.61%
Volatility 6M:   57.69%
Volatility 1Y:   75.41%
Volatility 3Y:   -