BNP Paribas Call 800 EMSN 19.12.2.../  DE000PC7ZJ10  /

EUWAX
6/7/2024  10:14:17 AM Chg.- Bid9:13:00 AM Ask9:13:00 AM Underlying Strike price Expiration date Option type
0.430EUR - 0.460
Bid Size: 14,000
0.470
Ask Size: 14,000
EMS-CHEMIE N 800.00 CHF 12/19/2025 Call
 

Master data

WKN: PC7ZJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 12/19/2025
Issue date: 4/9/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.32
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.19
Parity: -0.76
Time value: 0.46
Break-even: 872.05
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.46
Theta: -0.08
Omega: 7.49
Rho: 4.55
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.52%
1 Month
  -31.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.430
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -