BNP Paribas Call 280 AP3 20.09.20.../  DE000PC38613  /

EUWAX
7/26/2024  8:18:47 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.470EUR -4.08% -
Bid Size: -
-
Ask Size: -
AIR PROD. CHEM. ... 280.00 - 9/20/2024 Call
 

Master data

WKN: PC3861
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.52
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.26
Parity: -3.96
Time value: 0.54
Break-even: 285.40
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 2.12
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.23
Theta: -0.13
Omega: 10.38
Rho: 0.08
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.88%
1 Month
  -22.95%
3 Months  
+6.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.260
1M High / 1M Low: 0.820 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   400.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -