BNP Paribas Call 48 EBO 20.09.202.../  DE000PC9NPR4  /

EUWAX
2024-06-21  9:32:42 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 48.00 EUR 2024-09-20 Call
 

Master data

WKN: PC9NPR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.01
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -0.46
Time value: 0.14
Break-even: 49.40
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.07
Spread %: 86.67%
Delta: 0.32
Theta: -0.02
Omega: 9.98
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month
  -46.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.064
1M High / 1M Low: 0.160 0.064
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -