BNP Paribas Call 154 USD/JPY 19.1.../  DE000PC8YVX9  /

Frankfurt Zert./BNP
11/09/2024  21:20:54 Chg.-0.020 Bid21:51:46 Ask21:51:46 Underlying Strike price Expiration date Option type
0.890EUR -2.20% 0.900
Bid Size: 20,000
0.910
Ask Size: 20,000
- 154.00 JPY 19/12/2025 Call
 

Master data

WKN: PC8YVX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 154.00 JPY
Maturity: 19/12/2025
Issue date: 26/04/2024
Last trading day: 18/12/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 2,470,441.98
Leverage: Yes

Calculated values

Fair value: 2,248,102.20
Intrinsic value: 0.00
Implied volatility: 0.01
Historic volatility: 14.68
Parity: -182,173.35
Time value: 0.91
Break-even: 24,302.76
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.00
Theta: 0.00
Omega: 434.32
Rho: 0.05
 

Quote data

Open: 0.810
High: 0.890
Low: 0.810
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.00%
1 Month
  -34.56%
3 Months
  -62.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.890
1M High / 1M Low: 1.470 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -