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BNP Paribas Call 145 BEI 20.06.20.../  DE000PC1H6Z4  /

Frankfurt Zert./BNP
2024-11-15  9:50:18 PM Chg.+0.020 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.170
Bid Size: 10,000		 0.190
Ask Size: 10,000		 BEIERSDORF AG O.N. 145.00 EUR 2025-06-20 Call
 

Master data

WKN: PC1H6Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -2.07
Time value: 0.19
Break-even: 146.90
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.20
Theta: -0.01
Omega: 13.01
Rho: 0.14
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -58.54%
3 Months
  -43.33%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.420 0.150
6M High / 6M Low: 1.520 0.150
High (YTD): 2024-05-10 1.590
Low (YTD): 2024-11-14 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.670
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.95%
Volatility 6M:   166.12%
Volatility 1Y:   -
Volatility 3Y:   -