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BNP Paribas Call 44 BC8 21.06.202.../  DE000PC05EN3  /

EUWAX
12/06/2024  13:21:38 Chg.-0.060 Bid13:52:33 Ask13:52:33 Underlying Strike price Expiration date Option type
0.160EUR -27.27% 0.170
Bid Size: 17,000		 0.190
Ask Size: 17,000		 BECHTLE AG O.N. 44.00 - 21/06/2024 Call
 

Master data

WKN: PC05EN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BECHTLE AG O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 21/06/2024
Issue date: 14/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.10
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.22
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 0.22
Time value: 0.05
Break-even: 46.70
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.76
Theta: -0.06
Omega: 12.97
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.180
Low: 0.160
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -42.86%
3 Months
  -75.00%
YTD
  -68.00%
1 Year
  -52.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.380 0.130
6M High / 6M Low: 0.800 0.130
High (YTD): 29/01/2024 0.800
Low (YTD): 31/05/2024 0.130
52W High: 29/01/2024 0.800
52W Low: 31/05/2024 0.130
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   301.14%
Volatility 6M:   198.61%
Volatility 1Y:   171.73%
Volatility 3Y:   -