BNP Paribas Call 35 ADEN 20.06.20.../  DE000PC1MBX1  /

EUWAX
31/05/2024  09:17:03 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.370EUR +2.78% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1MBX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.16
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.31
Parity: -0.10
Time value: 0.38
Break-even: 39.57
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.57
Theta: -0.01
Omega: 5.22
Rho: 0.17
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.78%
1 Month  
+37.04%
3 Months
  -28.85%
YTD
  -58.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: - -
High (YTD): 03/01/2024 0.890
Low (YTD): 23/04/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -