BNP Paribas Call 350 ACN 20.09.20.../  DE000PC37NC0  /

EUWAX
23/05/2024  08:07:07 Chg.+0.070 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.510EUR +15.91% -
Bid Size: -
-
Ask Size: -
Accenture Plc 350.00 USD 20/09/2024 Call
 

Master data

WKN: PC37NC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 20/09/2024
Issue date: 30/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.56
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -3.96
Time value: 0.52
Break-even: 328.52
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.23
Theta: -0.06
Omega: 12.60
Rho: 0.20
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.93%
1 Month
  -50.49%
3 Months
  -88.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.440
1M High / 1M Low: 1.030 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -