BNP Paribas Call 160 BSI 21.03.20.../  DE000PC7YX13  /

EUWAX
2024-07-26  8:39:29 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.730EUR -2.67% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 160.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7YX1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.36
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.45
Parity: -3.71
Time value: 0.80
Break-even: 168.00
Moneyness: 0.77
Premium: 0.37
Premium p.a.: 0.62
Spread abs.: 0.08
Spread %: 11.11%
Delta: 0.32
Theta: -0.04
Omega: 4.96
Rho: 0.21
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.44%
1 Month
  -65.89%
3 Months
  -48.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 0.730
1M High / 1M Low: 3.050 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   2.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -