BNP Paribas Call 58 UNVB 18.12.20.../  DE000PC9WDN0  /

Frankfurt Zert./BNP
2024-06-03  9:20:17 PM Chg.+0.020 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.240
Bid Size: 10,000
0.300
Ask Size: 10,000
UNILEVER PLC LS-,0... 58.00 EUR 2026-12-18 Call
 

Master data

WKN: PC9WDN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNILEVER PLC LS-,031111
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.32
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.78
Time value: 0.29
Break-even: 60.90
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 26.09%
Delta: 0.44
Theta: 0.00
Omega: 7.64
Rho: 0.49
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -