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

EUWAX
2024-07-05  9:00:59 AM Chg.-0.020 Bid1:02:30 PM Ask1:02:30 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.140
Bid Size: 75,000		 0.150
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: 95.10
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -2.98
Time value: 0.20
Break-even: 222.00
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.17
Theta: -0.02
Omega: 15.88
Rho: 0.14
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month  
+33.33%
3 Months  
+6.67%
YTD
  -38.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.230 0.088
6M High / 6M Low: 0.320 0.061
High (YTD): 2024-01-19 0.320
Low (YTD): 2024-05-29 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.88%
Volatility 6M:   202.34%
Volatility 1Y:   -
Volatility 3Y:   -