BNP Paribas Call 192 DB1 16.08.20.../  DE000PC9NZU7  /

Frankfurt Zert./BNP
2024-07-05  12:50:18 PM Chg.-0.140 Bid12:51:39 PM Ask12:51:39 PM Underlying Strike price Expiration date Option type
0.380EUR -26.92% 0.370
Bid Size: 25,000
0.380
Ask Size: 25,000
DEUTSCHE BOERSE NA O... 192.00 EUR 2024-08-16 Call
 

Master data

WKN: PC9NZU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 192.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-13
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.58
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -0.18
Time value: 0.55
Break-even: 197.50
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.49
Theta: -0.08
Omega: 16.92
Rho: 0.10
 

Quote data

Open: 0.510
High: 0.510
Low: 0.370
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.91%
1 Month
  -9.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.520
1M High / 1M Low: 0.750 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -