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BNP Paribas Call 185 SIE 20.12.20.../  DE000PC03WY7  /

EUWAX
10/07/2024  08:38:27 Chg.-0.150 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.750EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 185.00 - 20/12/2024 Call
 

Master data

WKN: PC03WY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 20/12/2024
Issue date: 13/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.21
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -1.17
Time value: 0.78
Break-even: 192.80
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 4.00%
Delta: 0.41
Theta: -0.04
Omega: 9.20
Rho: 0.29
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.73%
1 Month
  -11.76%
3 Months
  -34.78%
YTD
  -30.56%
1 Year  
+38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.890
1M High / 1M Low: 1.040 0.640
6M High / 6M Low: 1.880 0.640
High (YTD): 18/03/2024 1.880
Low (YTD): 17/06/2024 0.640
52W High: 18/03/2024 1.880
52W Low: 27/10/2023 0.150
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   1.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.789
Avg. volume 1Y:   0.000
Volatility 1M:   199.82%
Volatility 6M:   141.18%
Volatility 1Y:   148.48%
Volatility 3Y:   -