BNP Paribas Call 140 CFR 20.06.20.../  DE000PC4ACZ3  /

EUWAX
12/11/2024  09:43:15 Chg.-0.060 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.350EUR -14.63% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 140.00 CHF 20/06/2025 Call
 

Master data

WKN: PC4ACZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 20/06/2025
Issue date: 31/01/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.57
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.29
Parity: -2.08
Time value: 0.42
Break-even: 153.38
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.29
Theta: -0.02
Omega: 8.83
Rho: 0.20
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -62.37%
3 Months
  -57.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.410
1M High / 1M Low: 0.930 0.410
6M High / 6M Low: 2.250 0.310
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.88%
Volatility 6M:   197.23%
Volatility 1Y:   -
Volatility 3Y:   -