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

EUWAX
2024-06-11  10:05:49 AM Chg.- Bid8:00:27 AM Ask8:00:27 AM Underlying Strike price Expiration date Option type
0.180EUR - 0.170
Bid Size: 10,000
0.240
Ask Size: 10,000
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: 28.39
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.14
Implied volatility: 0.41
Historic volatility: 0.14
Parity: 0.14
Time value: 0.21
Break-even: 10.15
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.16
Spread abs.: 0.09
Spread %: 34.62%
Delta: 0.60
Theta: -0.01
Omega: 17.03
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.260
Low: 0.180
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.34%
1 Month
  -79.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.180
1M High / 1M Low: 1.110 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.827
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -