BNP Paribas Call 200 A 16.01.2026/  DE000PC6L467  /

EUWAX
06/09/2024  08:33:38 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.410EUR +2.50% -
Bid Size: -
-
Ask Size: -
Agilent Technologies 200.00 USD 16/01/2026 Call
 

Master data

WKN: PC6L46
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 16/01/2026
Issue date: 14/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.67
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -5.55
Time value: 0.45
Break-even: 184.50
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.22
Theta: -0.01
Omega: 6.03
Rho: 0.31
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.15%
1 Month
  -32.79%
3 Months
  -14.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.610 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -