BNP Paribas Call 50 RNL 18.12.202.../  DE000PC9V8N0  /

EUWAX
14/06/2024  08:21:44 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.990EUR 0.00% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 50.00 EUR 18/12/2026 Call
 

Master data

WKN: PC9V8N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 18/12/2026
Issue date: 15/05/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.29
Parity: -0.19
Time value: 0.95
Break-even: 59.50
Moneyness: 0.96
Premium: 0.24
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 5.56%
Delta: 0.63
Theta: -0.01
Omega: 3.21
Rho: 0.53
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+7.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.990
1M High / 1M Low: 1.320 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -