BNP Paribas Call 420 ACN 17.01.20.../  DE000PC37NH9  /

EUWAX
2024-09-25  8:07:08 AM Chg.-0.010 Bid4:51:59 PM Ask4:51:59 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.190
Bid Size: 52,800
0.200
Ask Size: 52,800
Accenture Plc 420.00 USD 2025-01-17 Call
 

Master data

WKN: PC37NH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 144.51
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -7.18
Time value: 0.21
Break-even: 377.40
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.10
Theta: -0.04
Omega: 14.84
Rho: 0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -14.29%
3 Months
  -14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.400 0.170
6M High / 6M Low: 0.980 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.50%
Volatility 6M:   196.19%
Volatility 1Y:   -
Volatility 3Y:   -