BNP Paribas Call 150 SND 20.06.20.../  DE000PC1LLB8  /

EUWAX
2024-07-05  9:12:51 AM Chg.+0.08 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
8.90EUR +0.91% -
Bid Size: -
-
Ask Size: -
SCHNEIDER ELEC. INH.... 150.00 EUR 2025-06-20 Call
 

Master data

WKN: PC1LLB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 8.31
Intrinsic value: 7.78
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 7.78
Time value: 1.00
Break-even: 237.70
Moneyness: 1.52
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.13
Spread %: 1.50%
Delta: 0.91
Theta: -0.03
Omega: 2.35
Rho: 1.13
 

Quote data

Open: 8.90
High: 8.90
Low: 8.90
Previous Close: 8.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.20%
1 Month  
+4.83%
3 Months  
+41.27%
YTD  
+104.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.90 8.18
1M High / 1M Low: 9.46 8.18
6M High / 6M Low: 9.46 3.69
High (YTD): 2024-06-13 9.46
Low (YTD): 2024-01-05 3.66
52W High: - -
52W Low: - -
Avg. price 1W:   8.59
Avg. volume 1W:   0.00
Avg. price 1M:   8.61
Avg. volume 1M:   0.00
Avg. price 6M:   6.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.18%
Volatility 6M:   56.28%
Volatility 1Y:   -
Volatility 3Y:   -