BNP Paribas Call 34 VBK 20.12.202.../  DE000PC23AL8  /

Frankfurt Zert./BNP
2024-06-14  9:20:28 PM Chg.0.000 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.048EUR 0.00% 0.048
Bid Size: 20,000
0.100
Ask Size: 20,000
VERBIO SE INH O.N. 34.00 EUR 2024-12-20 Call
 

Master data

WKN: PC23AL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.65
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.54
Parity: -1.44
Time value: 0.10
Break-even: 35.00
Moneyness: 0.58
Premium: 0.78
Premium p.a.: 2.07
Spread abs.: 0.05
Spread %: 108.33%
Delta: 0.22
Theta: -0.01
Omega: 4.28
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.059
Low: 0.047
Previous Close: 0.048
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -56.36%
3 Months
  -9.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.048
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -