BNP Paribas Call 86 BNR 21.06.202.../  DE000PC2XQL9  /

EUWAX
2024-05-24  6:12:19 PM Chg.0.000 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 86.00 EUR 2024-06-21 Call
 

Master data

WKN: PC2XQL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 EUR
Maturity: 2024-06-21
Issue date: 2024-01-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 320.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -1.87
Time value: 0.02
Break-even: 86.21
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 24.33
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.05
Theta: -0.02
Omega: 17.27
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -99.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   554.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -