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BNP Paribas Call 33 FRE 20.12.202.../  DE000PC05NC7  /

EUWAX
10/11/2024  3:04:14 PM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 33.00 - 12/20/2024 Call
 

Master data

WKN: PC05NC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 12/20/2024
Issue date: 4/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.63
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.07
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.07
Time value: 0.16
Break-even: 35.30
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.60
Theta: -0.01
Omega: 8.80
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -26.92%
3 Months  
+143.59%
YTD     0.00%
1 Year  
+46.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.320 0.170
6M High / 6M Low: 0.320 0.050
High (YTD): 9/13/2024 0.320
Low (YTD): 4/3/2024 0.038
52W High: 9/13/2024 0.320
52W Low: 4/3/2024 0.038
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   187.63%
Volatility 6M:   199.63%
Volatility 1Y:   180.34%
Volatility 3Y:   -