BNP Paribas Call 360 PPX 20.12.20.../  DE000PC2ZZJ9  /

EUWAX
2024-05-28  8:43:40 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 360.00 EUR 2024-12-20 Call
 

Master data

WKN: PC2ZZJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 360.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 13.88
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.27
Time value: 0.24
Break-even: 384.00
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.45
Theta: -0.09
Omega: 6.31
Rho: 0.72
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month     0.00%
3 Months
  -75.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.250 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -