BNP Paribas Call 460 PPX 20.12.20.../  DE000PC2ZZG5  /

EUWAX
2024-05-30  8:43:39 AM Chg.-0.004 Bid9:54:35 AM Ask9:54:35 AM Underlying Strike price Expiration date Option type
0.024EUR -14.29% 0.022
Bid Size: 100,000
0.032
Ask Size: 100,000
KERING S.A. INH. ... 460.00 EUR 2024-12-20 Call
 

Master data

WKN: PC2ZZG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 460.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 63.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -1.37
Time value: 0.05
Break-even: 465.10
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 104.00%
Delta: 0.13
Theta: -0.05
Omega: 8.38
Rho: 0.21
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -41.46%
3 Months
  -92.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.028
1M High / 1M Low: 0.042 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -