BNP Paribas Call 450 MUV2 21.06.2.../  DE000PC6MSQ8  /

EUWAX
2024-06-17  10:14:17 AM Chg.-0.40 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
1.12EUR -26.32% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 450.00 EUR 2024-06-21 Call
 

Master data

WKN: PC6MSQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.38
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.68
Implied volatility: 0.40
Historic volatility: 0.17
Parity: 0.68
Time value: 0.48
Break-even: 461.60
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 1.60
Spread abs.: 0.09
Spread %: 8.41%
Delta: 0.65
Theta: -0.92
Omega: 25.62
Rho: 0.03
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.25%
1 Month
  -27.74%
3 Months  
+14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 1.33
1M High / 1M Low: 1.81 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -