BNP Paribas Call 40 QIA 20.09.202.../  DE000PC7AMK7  /

EUWAX
2024-07-29  8:16:23 AM Chg.+0.48 Bid5:27:12 PM Ask5:27:12 PM Underlying Strike price Expiration date Option type
2.05EUR +30.57% 2.27
Bid Size: 6,500
2.29
Ask Size: 6,500
QIAGEN NV 40.00 - 2024-09-20 Call
 

Master data

WKN: PC7AMK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: QIAGEN NV
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2024-03-26
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 18.55
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -0.85
Time value: 2.11
Break-even: 42.11
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.65
Spread abs.: 0.06
Spread %: 2.93%
Delta: 0.49
Theta: -0.02
Omega: 9.06
Rho: 0.02
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 1.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.74%
1 Month  
+45.39%
3 Months  
+1.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.33
1M High / 1M Low: 1.64 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -