BNP Paribas Call 50 RNL 21.06.202.../  DE000PC70LU7  /

EUWAX
2024-06-20  8:39:23 AM Chg.+0.015 Bid12:16:28 PM Ask12:16:28 PM Underlying Strike price Expiration date Option type
0.041EUR +57.69% 0.042
Bid Size: 20,000
0.062
Ask Size: 20,000
RENAULT INH. EO... 50.00 EUR 2024-06-21 Call
 

Master data

WKN: PC70LU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.29
Parity: 0.00
Time value: 0.10
Break-even: 51.00
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 78.57%
Delta: 0.51
Theta: -0.50
Omega: 25.54
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.67%
1 Month
  -65.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.020
1M High / 1M Low: 0.440 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   765.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -