BNP Paribas Call 19 DUE 20.12.202.../  DE000PC2X636  /

Frankfurt Zert./BNP
2024-10-04  9:20:28 PM Chg.+0.060 Bid2024-10-04 Ask2024-10-04 Underlying Strike price Expiration date Option type
0.390EUR +18.18% 0.390
Bid Size: 7,693
0.470
Ask Size: 6,383
DUERR AG O.N. 19.00 EUR 2024-12-20 Call
 

Master data

WKN: PC2X63
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DUERR AG O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.32
Implied volatility: 0.55
Historic volatility: 0.33
Parity: 0.32
Time value: 0.09
Break-even: 23.10
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.08
Spread %: 24.24%
Delta: 0.78
Theta: -0.01
Omega: 4.21
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.390
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month  
+178.57%
3 Months  
+44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.330
1M High / 1M Low: 0.340 0.070
6M High / 6M Low: 0.690 0.070
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   402.23%
Volatility 6M:   222.54%
Volatility 1Y:   -
Volatility 3Y:   -