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

EUWAX
8/5/2024  8:23:46 AM Chg.-0.140 Bid6:43:12 PM Ask6:43:12 PM Underlying Strike price Expiration date Option type
0.220EUR -38.89% 0.220
Bid Size: 19,600		 0.290
Ask Size: 19,600		 SIEMENS AG NA O.N. 185.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.83
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.72
Time value: 0.36
Break-even: 188.60
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.61
Spread abs.: 0.09
Spread %: 33.33%
Delta: 0.24
Theta: -0.04
Omega: 10.34
Rho: 0.13
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.33%
1 Month
  -77.55%
3 Months
  -80.53%
YTD
  -79.63%
1 Year
  -65.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 1.150 0.360
6M High / 6M Low: 1.880 0.360
High (YTD): 3/18/2024 1.880
Low (YTD): 8/2/2024 0.360
52W High: 3/18/2024 1.880
52W Low: 10/27/2023 0.150
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   1.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.794
Avg. volume 1Y:   0.000
Volatility 1M:   225.71%
Volatility 6M:   162.81%
Volatility 1Y:   158.88%
Volatility 3Y:   -