BNP Paribas Call 44 BOSS 20.12.20.../  DE000PC7ZUY8  /

Frankfurt Zert./BNP
2024-11-14  8:20:52 AM Chg.-0.003 Bid8:22:13 AM Ask8:22:13 AM Underlying Strike price Expiration date Option type
0.048EUR -5.88% 0.049
Bid Size: 10,000
0.080
Ask Size: 10,000
HUGO BOSS AG NA O.N. 44.00 EUR 2024-12-20 Call
 

Master data

WKN: PC7ZUY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HUGO BOSS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.78
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.36
Parity: -0.50
Time value: 0.08
Break-even: 44.80
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 2.91
Spread abs.: 0.04
Spread %: 86.05%
Delta: 0.24
Theta: -0.03
Omega: 11.93
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.051
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -73.33%
1 Month
  -63.08%
3 Months
  -63.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.043
1M High / 1M Low: 0.230 0.043
6M High / 6M Low: 0.910 0.043
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   677.32%
Volatility 6M:   364.82%
Volatility 1Y:   -
Volatility 3Y:   -