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

EUWAX
2024-07-05  10:00:49 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.430EUR +7.50% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 50.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.38
Time value: 0.48
Break-even: 54.80
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 17.07%
Delta: 0.50
Theta: -0.01
Omega: 4.86
Rho: 0.18
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.38%
1 Month  
+16.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.430 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -