BNP Paribas Call 220 RL 17.01.202.../  DE000PC5FU94  /

EUWAX
7/25/2024  10:06:35 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.310EUR - -
Bid Size: -
-
Ask Size: -
Ralph Lauren Corpora... 220.00 USD 1/17/2025 Call
 

Master data

WKN: PC5FU9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ralph Lauren Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 1/17/2025
Issue date: 2/21/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.48
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -5.18
Time value: 0.34
Break-even: 206.39
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.91
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.18
Theta: -0.03
Omega: 7.91
Rho: 0.11
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -52.31%
3 Months
  -47.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.710 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -