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BNP Paribas Call 40 PINS 17.01.20.../  DE000PC05B45  /

EUWAX
26/07/2024  10:14:08 Chg.-0.040 Bid19:48:59 Ask19:48:59 Underlying Strike price Expiration date Option type
0.400EUR -9.09% 0.380
Bid Size: 59,000		 0.390
Ask Size: 59,000		 Pinterest Inc 40.00 - 17/01/2025 Call
 

Master data

WKN: PC05B4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.73
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -0.51
Time value: 0.40
Break-even: 44.00
Moneyness: 0.87
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.46
Theta: -0.02
Omega: 4.05
Rho: 0.06
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.53%
1 Month
  -52.38%
3 Months  
+14.29%
YTD
  -29.82%
1 Year  
+25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.440
1M High / 1M Low: 0.840 0.440
6M High / 6M Low: 0.840 0.240
High (YTD): 26/06/2024 0.840
Low (YTD): 25/04/2024 0.240
52W High: 26/06/2024 0.840
52W Low: 26/10/2023 0.180
Avg. price 1W:   0.525
Avg. volume 1W:   0.000
Avg. price 1M:   0.642
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   0.451
Avg. volume 1Y:   0.000
Volatility 1M:   94.47%
Volatility 6M:   194.96%
Volatility 1Y:   172.49%
Volatility 3Y:   -