BNP Paribas Call 9.8 FTE 21.03.20.../  DE000PC70GF8  /

Frankfurt Zert./BNP
2024-06-13  9:20:29 PM Chg.-0.060 Bid9:58:30 PM Ask9:58:30 PM Underlying Strike price Expiration date Option type
0.500EUR -10.71% 0.500
Bid Size: 6,000
0.560
Ask Size: 5,358
ORANGE INH. ... 9.80 EUR 2025-03-21 Call
 

Master data

WKN: PC70GF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.80 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.39
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -0.26
Time value: 0.62
Break-even: 10.42
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 10.71%
Delta: 0.53
Theta: 0.00
Omega: 8.22
Rho: 0.03
 

Quote data

Open: 0.540
High: 0.540
Low: 0.450
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.82%
1 Month
  -52.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.500
1M High / 1M Low: 1.220 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   1.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -