BNP Paribas Call 7800 PX1 21.06.2.../  DE000PC1J157  /

Frankfurt Zert./BNP
2024-06-17  6:21:04 PM Chg.+0.017 Bid6:39:01 PM Ask6:39:01 PM Underlying Strike price Expiration date Option type
0.047EUR +56.67% 0.052
Bid Size: 10,000
0.092
Ask Size: 10,000
CAC 40 7,800.00 - 2024-06-21 Call
 

Master data

WKN: PC1J15
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 7,800.00 -
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 987.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.12
Parity: -2.97
Time value: 0.08
Break-even: 7,807.60
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 36.64
Spread abs.: 0.04
Spread %: 111.11%
Delta: 0.08
Theta: -3.95
Omega: 81.16
Rho: 0.07
 

Quote data

Open: 0.042
High: 0.060
Low: 0.027
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -96.85%
1 Month
  -98.59%
3 Months
  -98.53%
YTD
  -96.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 0.030
1M High / 1M Low: 3.370 0.030
6M High / 6M Low: 3.720 0.030
High (YTD): 2024-05-14 3.720
Low (YTD): 2024-06-14 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   2.200
Avg. volume 1M:   0.000
Avg. price 6M:   2.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   462.29%
Volatility 6M:   248.83%
Volatility 1Y:   -
Volatility 3Y:   -