BNP Paribas Call 20 SGE 20.06.202.../  DE000PC37T47  /

EUWAX
11/13/2024  8:07:07 AM Chg.-0.020 Bid3:50:39 PM Ask3:50:39 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% 0.650
Bid Size: 30,000
0.670
Ask Size: 30,000
STE GENERALE INH. EO... 20.00 EUR 6/20/2025 Call
 

Master data

WKN: PC37T4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 6/20/2025
Issue date: 1/30/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.64
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.64
Time value: 0.10
Break-even: 27.40
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 4.23%
Delta: 0.87
Theta: -0.01
Omega: 3.12
Rho: 0.09
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+59.09%
3 Months  
+159.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.700
1M High / 1M Low: 0.800 0.430
6M High / 6M Low: 0.890 0.270
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   0.499
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.42%
Volatility 6M:   129.92%
Volatility 1Y:   -
Volatility 3Y:   -