BNP Paribas Call 7.8 PSM 21.06.20.../  DE000PC6MY90  /

EUWAX
2024-06-05  8:28:54 AM Chg.-0.006 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR -85.71% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 7.80 EUR 2024-06-21 Call
 

Master data

WKN: PC6MY9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.80 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.68
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.45
Parity: -0.03
Time value: 0.04
Break-even: 8.18
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 6.70
Spread abs.: 0.04
Spread %: 3,700.00%
Delta: 0.44
Theta: -0.02
Omega: 8.66
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.001
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,220.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -