BNP Paribas Call 440 PPX 20.12.20.../  DE000PC2ZZH3  /

EUWAX
2024-05-30  8:43:39 AM Chg.-0.007 Bid10:56:54 AM Ask10:56:54 AM Underlying Strike price Expiration date Option type
0.035EUR -16.67% 0.033
Bid Size: 100,000
0.043
Ask Size: 100,000
KERING S.A. INH. ... 440.00 EUR 2024-12-20 Call
 

Master data

WKN: PC2ZZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 440.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 52.18
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -1.17
Time value: 0.06
Break-even: 446.20
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 72.22%
Delta: 0.16
Theta: -0.05
Omega: 8.33
Rho: 0.25
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -38.60%
3 Months
  -91.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.042
1M High / 1M Low: 0.060 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -