BNP Paribas Call 480 MUV2 18.12.2.../  DE000PC30SJ9  /

EUWAX
18/10/2024  09:33:36 Chg.-0.21 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
7.87EUR -2.60% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 480.00 EUR 18/12/2026 Call
 

Master data

WKN: PC30SJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 480.00 EUR
Maturity: 18/12/2026
Issue date: 26/01/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.27
Leverage: Yes

Calculated values

Fair value: 8.61
Intrinsic value: 2.44
Implied volatility: 0.17
Historic volatility: 0.19
Parity: 2.44
Time value: 5.60
Break-even: 560.40
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 1.01%
Delta: 0.73
Theta: -0.05
Omega: 4.56
Rho: 6.21
 

Quote data

Open: 7.87
High: 7.87
Low: 7.87
Previous Close: 8.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.96%
1 Month  
+17.11%
3 Months  
+40.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.29 7.57
1M High / 1M Low: 8.29 5.47
6M High / 6M Low: 8.29 3.36
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.98
Avg. volume 1W:   0.00
Avg. price 1M:   6.97
Avg. volume 1M:   0.00
Avg. price 6M:   5.88
Avg. volume 6M:   .78
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.77%
Volatility 6M:   90.22%
Volatility 1Y:   -
Volatility 3Y:   -