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BNP Paribas Call 36 BAC 21.06.202.../  DE000PC05CQ0  /

EUWAX
2024-06-13  8:55:27 AM Chg.-0.050 Bid10:05:10 AM Ask10:05:10 AM Underlying Strike price Expiration date Option type
0.370EUR -11.90% 0.360
Bid Size: 40,500		 -
Ask Size: -		 VERIZON COMM. INC. D... 36.00 - 2024-06-21 Call
 

Master data

WKN: PC05CQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.51
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.08
Implied volatility: 1.44
Historic volatility: 0.22
Parity: 0.08
Time value: 0.27
Break-even: 39.50
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 24.91
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.58
Theta: -0.19
Omega: 6.13
Rho: 0.00
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -15.91%
3 Months
  -11.90%
YTD  
+42.31%
1 Year  
+42.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.530 0.290
6M High / 6M Low: 0.660 0.240
High (YTD): 2024-01-30 0.660
Low (YTD): 2024-05-30 0.290
52W High: 2024-01-30 0.660
52W Low: 2023-10-12 0.064
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.307
Avg. volume 1Y:   0.000
Volatility 1M:   195.77%
Volatility 6M:   166.28%
Volatility 1Y:   184.93%
Volatility 3Y:   -