BNP Paribas Call 48 OMV 20.12.202.../  DE000PC61M19  /

EUWAX
2024-06-03  10:12:51 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.230EUR - -
Bid Size: -
-
Ask Size: -
OMV AG 48.00 - 2024-12-20 Call
 

Master data

WKN: PC61M1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-12-20
Issue date: 2024-03-21
Last trading day: 2024-06-04
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.24
Parity: -0.84
Time value: 0.28
Break-even: 50.80
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.65
Spread abs.: 0.07
Spread %: 33.33%
Delta: 0.36
Theta: -0.01
Omega: 5.15
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.180
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.69%
3 Months  
+53.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -