BNP Paribas Call 1.12 EUR/USD 19..../  DE000PC3P838  /

EUWAX
09/07/2024  21:11:24 Chg.-0.07 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
2.81EUR -2.43% -
Bid Size: -
-
Ask Size: -
- 1.12 USD 19/12/2025 Call
 

Master data

WKN: PC3P83
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1.12 USD
Maturity: 19/12/2025
Issue date: 22/01/2024
Last trading day: 18/12/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 34.47
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.06
Parity: -3.43
Time value: 2.90
Break-even: 1.06
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.67
Theta: 0.00
Omega: 22.98
Rho: 0.01
 

Quote data

Open: 2.88
High: 2.88
Low: 2.80
Previous Close: 2.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.81%
1 Month
  -7.57%
3 Months
  -22.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.01 2.76
1M High / 1M Low: 3.14 2.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.90
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -