BNP Paribas Call 50 EBO 20.06.202.../  DE000PC9VS52  /

EUWAX
12/11/2024  09:43:25 Chg.-0.040 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.600EUR -6.25% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 50.00 EUR 20/06/2025 Call
 

Master data

WKN: PC9VS5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/06/2025
Issue date: 15/05/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.19
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.32
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.32
Time value: 0.33
Break-even: 56.50
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.69
Theta: -0.01
Omega: 5.67
Rho: 0.18
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+42.86%
3 Months  
+76.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 0.670 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -