BNP Paribas Call 15 ENI 19.06.202.../  DE000PC8G1H7  /

EUWAX
2024-09-27  8:30:51 AM Chg.-0.130 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.350EUR -27.08% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 15.00 EUR 2025-06-19 Call
 

Master data

WKN: PC8G1H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2025-06-19
Issue date: 2024-04-17
Last trading day: 2025-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.84
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -1.43
Time value: 0.44
Break-even: 15.44
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 29.41%
Delta: 0.34
Theta: 0.00
Omega: 10.51
Rho: 0.03
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.19%
1 Month
  -55.70%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.790 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -