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BNP Paribas Call 220 DB1 20.12.20.../  DE000PC1YMT1  /

EUWAX
2024-07-26  10:15:28 AM Chg.-0.010 Bid1:35:27 PM Ask1:35:27 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 75,000		 0.130
Ask Size: 75,000		 DEUTSCHE BOERSE NA O... 220.00 - 2024-12-20 Call
 

Master data

WKN: PC1YMT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-12-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 125.43
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -3.19
Time value: 0.15
Break-even: 221.50
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.14
Theta: -0.02
Omega: 17.04
Rho: 0.10
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -42.86%
3 Months  
+20.00%
YTD
  -53.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.300 0.061
High (YTD): 2024-01-19 0.320
Low (YTD): 2024-05-29 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.29%
Volatility 6M:   207.69%
Volatility 1Y:   -
Volatility 3Y:   -