BNP Paribas Call 60 RNL 19.12.202.../  DE000PC70MB5  /

EUWAX
2024-06-19  8:38:22 AM Chg.+0.020 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.430EUR +4.88% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 60.00 EUR 2025-12-19 Call
 

Master data

WKN: PC70MB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.73
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.29
Parity: -1.06
Time value: 0.46
Break-even: 64.60
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.42
Theta: -0.01
Omega: 4.53
Rho: 0.24
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month  
+13.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 0.640 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -