BNP Paribas Call 9.8 FTE 21.06.20.../  DE000PC6MX34  /

EUWAX
2024-05-31  12:59:54 PM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.940EUR +13.25% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 9.80 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.80 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.93
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.93
Implied volatility: 0.48
Historic volatility: 0.13
Parity: 0.93
Time value: 0.16
Break-even: 10.88
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.09
Spread %: 9.09%
Delta: 0.81
Theta: -0.01
Omega: 8.03
Rho: 0.00
 

Quote data

Open: 0.760
High: 0.940
Low: 0.760
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.59%
1 Month  
+22.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.790
1M High / 1M Low: 1.110 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -