BNP Paribas Call 68 ERIC/B 21.03..../  DE000PC84LK9  /

Frankfurt Zert./BNP
11/06/2024  21:20:29 Chg.-0.060 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
0.490EUR -10.91% 0.490
Bid Size: 6,123
0.530
Ask Size: 5,661
Ericsson, Telefonab.... 68.00 SEK 21/03/2025 Call
 

Master data

WKN: PC84LK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 68.00 SEK
Maturity: 21/03/2025
Issue date: 30/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.82
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -0.23
Time value: 0.59
Break-even: 6.62
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.54
Theta: 0.00
Omega: 5.27
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.560
Low: 0.490
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.52%
1 Month  
+68.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.490
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.555
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -