BNP Paribas Call 150 BSI 21.03.20.../  DE000PC7YX21  /

EUWAX
2024-07-26  8:39:29 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.940EUR -4.08% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 150.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7YX2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.05
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.45
Parity: -2.71
Time value: 1.02
Break-even: 160.20
Moneyness: 0.82
Premium: 0.30
Premium p.a.: 0.50
Spread abs.: 0.08
Spread %: 8.51%
Delta: 0.39
Theta: -0.04
Omega: 4.66
Rho: 0.24
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.04%
1 Month
  -64.12%
3 Months
  -46.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 0.940
1M High / 1M Low: 3.630 0.940
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.790
Avg. volume 1W:   0.000
Avg. price 1M:   2.833
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -