BNP Paribas Call 170 BSI 20.09.20.../  DE000PC313N0  /

EUWAX
22/07/2024  10:09:45 Chg.-0.030 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.430EUR -6.52% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 170.00 EUR 20/09/2024 Call
 

Master data

WKN: PC313N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 20/09/2024
Issue date: 29/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.23
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.43
Parity: -2.32
Time value: 0.47
Break-even: 174.70
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.88
Spread abs.: 0.09
Spread %: 23.68%
Delta: 0.28
Theta: -0.09
Omega: 8.73
Rho: 0.06
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -45.57%
3 Months
  -27.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.460
1M High / 1M Low: 1.400 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.990
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   412.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -