BNP Paribas Call 420 ACN 17.01.20.../  DE000PC37NH9  /

EUWAX
06/09/2024  08:06:59 Chg.-0.020 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.270EUR -6.90% -
Bid Size: -
-
Ask Size: -
Accenture Plc 420.00 USD 17/01/2025 Call
 

Master data

WKN: PC37NH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 17/01/2025
Issue date: 30/01/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 98.89
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -7.23
Time value: 0.31
Break-even: 381.98
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.13
Theta: -0.04
Omega: 12.95
Rho: 0.13
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.50%
3 Months  
+58.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 2.780 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.01%
Volatility 6M:   202.41%
Volatility 1Y:   -
Volatility 3Y:   -