BNP Paribas Call 500 LOR 20.09.20.../  DE000PC1FVN4  /

EUWAX
7/16/2024  10:28:43 AM Chg.-0.021 Bid5:37:02 PM Ask5:37:02 PM Underlying Strike price Expiration date Option type
0.032EUR -39.62% 0.047
Bid Size: 20,000
0.260
Ask Size: 20,000
L OREAL INH. E... 500.00 - 9/20/2024 Call
 

Master data

WKN: PC1FVN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 9/20/2024
Issue date: 12/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 162.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -9.37
Time value: 0.25
Break-even: 502.50
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 2.24
Spread abs.: 0.21
Spread %: 541.03%
Delta: 0.10
Theta: -0.08
Omega: 15.52
Rho: 0.07
 

Quote data

Open: 0.031
High: 0.032
Low: 0.031
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.76%
1 Month
  -94.58%
3 Months
  -91.79%
YTD
  -98.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.043
1M High / 1M Low: 0.570 0.043
6M High / 6M Low: 1.870 0.043
High (YTD): 2/6/2024 1.870
Low (YTD): 7/10/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.91%
Volatility 6M:   247.78%
Volatility 1Y:   -
Volatility 3Y:   -