BNP Paribas Call 300 SOON 20.12.2.../  DE000PC1L7W3  /

EUWAX
2024-07-26  9:15:40 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.610EUR +8.93% -
Bid Size: -
-
Ask Size: -
SONOVA N 300.00 CHF 2024-12-20 Call
 

Master data

WKN: PC1L7W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 300.00 CHF
Maturity: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.94
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -3.62
Time value: 0.71
Break-even: 319.82
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.28
Theta: -0.06
Omega: 10.82
Rho: 0.28
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month
  -48.31%
3 Months
  -16.44%
YTD
  -69.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 1.230 0.560
6M High / 6M Low: 2.390 0.560
High (YTD): 2024-02-26 2.390
Low (YTD): 2024-07-25 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.914
Avg. volume 1M:   0.000
Avg. price 6M:   1.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.88%
Volatility 6M:   171.18%
Volatility 1Y:   -
Volatility 3Y:   -