BNP Paribas Call 15 1U1 20.09.202.../  DE000PC1LRQ3  /

EUWAX
7/8/2024  6:15:30 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
1+1 AG INH O.N. 15.00 - 9/20/2024 Call
 

Master data

WKN: PC1LRQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.63
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.10
Implied volatility: 0.53
Historic volatility: 0.32
Parity: 0.10
Time value: 0.11
Break-even: 17.10
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.66
Theta: -0.01
Omega: 5.07
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.63%
3 Months
  -26.92%
YTD
  -59.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 0.570 0.190
High (YTD): 1/24/2024 0.570
Low (YTD): 7/8/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   500
Avg. price 1M:   0.215
Avg. volume 1M:   119.048
Avg. price 6M:   0.336
Avg. volume 6M:   19.685
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.70%
Volatility 6M:   90.83%
Volatility 1Y:   -
Volatility 3Y:   -