BNP Paribas Call 148 BEI 20.12.20.../  DE000PC2W3D8  /

Frankfurt Zert./BNP
10/11/2024  9:50:15 PM Chg.+0.008 Bid10/11/2024 Ask10/11/2024 Underlying Strike price Expiration date Option type
0.077EUR +11.59% 0.077
Bid Size: 10,000
0.100
Ask Size: 10,000
BEIERSDORF AG O.N. 148.00 EUR 12/20/2024 Call
 

Master data

WKN: PC2W3D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 148.00 EUR
Maturity: 12/20/2024
Issue date: 1/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 133.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -1.44
Time value: 0.10
Break-even: 149.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.78
Spread abs.: 0.02
Spread %: 29.87%
Delta: 0.16
Theta: -0.02
Omega: 21.40
Rho: 0.04
 

Quote data

Open: 0.068
High: 0.078
Low: 0.040
Previous Close: 0.069
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.94%
1 Month  
+87.80%
3 Months
  -79.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.056
1M High / 1M Low: 0.130 0.008
6M High / 6M Low: 0.990 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,799.18%
Volatility 6M:   740.98%
Volatility 1Y:   -
Volatility 3Y:   -