BNP Paribas Call 7.5 PSM 20.06.20.../  DE000PC9V2M5  /

EUWAX
2024-06-06  8:19:28 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 7.50 EUR 2025-06-20 Call
 

Master data

WKN: PC9V2M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.45
Parity: -0.01
Time value: 0.16
Break-even: 9.10
Moneyness: 0.99
Premium: 0.23
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.62
Theta: 0.00
Omega: 2.89
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
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:   -