BNP Paribas Call 60 ERIC/B 18.12..../  DE000PC9WEC1  /

EUWAX
11/06/2024  08:22:26 Chg.-0.01 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.34EUR -0.74% -
Bid Size: -
-
Ask Size: -
Ericsson, Telefonab.... 60.00 SEK 18/12/2026 Call
 

Master data

WKN: PC9WEC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 60.00 SEK
Maturity: 18/12/2026
Issue date: 15/05/2024
Last trading day: 17/12/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.47
Implied volatility: 0.25
Historic volatility: 0.28
Parity: 0.47
Time value: 0.91
Break-even: 6.70
Moneyness: 1.09
Premium: 0.16
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 4.55%
Delta: 0.74
Theta: 0.00
Omega: 3.12
Rho: 0.07
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.34
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -