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BNP Paribas Call 650 SWSDF 21.06..../  DE000PC09E71  /

Frankfurt Zert./BNP
2024-05-24  4:21:02 PM Chg.+0.005 Bid5:19:40 PM Ask5:19:40 PM Underlying Strike price Expiration date Option type
0.032EUR +18.52% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 650.00 - 2024-06-21 Call
 

Master data

WKN: PC09E7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 650.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 124.08
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.20
Parity: -0.17
Time value: 0.05
Break-even: 655.10
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 24.39%
Delta: 0.30
Theta: -0.20
Omega: 37.04
Rho: 0.14
 

Quote data

Open: 0.018
High: 0.032
Low: 0.018
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month  
+28.00%
3 Months
  -87.69%
YTD
  -53.62%
1 Year
  -68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.018
1M High / 1M Low: 0.140 0.018
6M High / 6M Low: 0.320 0.018
High (YTD): 2024-03-13 0.320
Low (YTD): 2024-05-22 0.018
52W High: 2024-03-13 0.320
52W Low: 2024-05-22 0.018
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   607.10%
Volatility 6M:   350.18%
Volatility 1Y:   280.52%
Volatility 3Y:   -