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

EUWAX
11/14/2024  8:07:16 AM Chg.+0.110 Bid9:47:57 PM Ask9:47:57 PM Underlying Strike price Expiration date Option type
0.290EUR +61.11% 0.240
Bid Size: 15,500
0.250
Ask Size: 15,500
Accenture Plc 420.00 USD 1/17/2025 Call
 

Master data

WKN: PC37NH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 1/17/2025
Issue date: 1/30/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 113.03
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -4.71
Time value: 0.31
Break-even: 400.61
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.16
Theta: -0.08
Omega: 17.71
Rho: 0.09
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.63%
1 Month     0.00%
3 Months  
+70.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.490 0.140
6M High / 6M Low: 0.490 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.40%
Volatility 6M:   231.65%
Volatility 1Y:   -
Volatility 3Y:   -