BNP Paribas Call 550 PPX 19.12.20.../  DE000PC5BAH0  /

EUWAX
2024-05-27  9:35:54 AM Chg.- Bid9:12:03 AM Ask9:12:03 AM Underlying Strike price Expiration date Option type
0.054EUR - 0.052
Bid Size: 100,000
0.072
Ask Size: 100,000
KERING S.A. INH. ... 550.00 EUR 2025-12-19 Call
 

Master data

WKN: PC5BAH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 550.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-19
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 36.53
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -2.18
Time value: 0.09
Break-even: 559.10
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 68.52%
Delta: 0.16
Theta: -0.03
Omega: 5.90
Rho: 0.70
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -16.92%
3 Months
  -80.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.049
1M High / 1M Low: 0.065 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -