BNP Paribas Call 240 DB1 20.06.20.../  DE000PC79ZQ6  /

EUWAX
08/11/2024  09:51:45 Chg.-0.010 Bid17:37:07 Ask17:37:07 Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.270
Bid Size: 15,000
0.300
Ask Size: 15,000
DEUTSCHE BOERSE NA O... 240.00 - 20/06/2025 Call
 

Master data

WKN: PC79ZQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 20/06/2025
Issue date: 12/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 68.39
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -2.80
Time value: 0.31
Break-even: 243.10
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.22
Theta: -0.02
Omega: 14.88
Rho: 0.26
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -3.45%
3 Months  
+218.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.290
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: 0.430 0.071
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.49%
Volatility 6M:   181.10%
Volatility 1Y:   -
Volatility 3Y:   -