BNP Paribas Call 16 ENI 18.12.202.../  DE000PC8G1M7  /

EUWAX
9/13/2024  8:42:01 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.390EUR +2.63% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 16.00 EUR 12/18/2025 Call
 

Master data

WKN: PC8G1M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 12/18/2025
Issue date: 4/17/2024
Last trading day: 12/17/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 28.59
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.18
Parity: -1.99
Time value: 0.49
Break-even: 16.49
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 22.50%
Delta: 0.33
Theta: 0.00
Omega: 9.54
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -33.90%
3 Months
  -23.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.670 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.552
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -