BNP Paribas Call 52 FRA 20.12.202.../  DE000PC2YAQ0  /

EUWAX
11/8/2024  6:09:10 PM Chg.+0.021 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.071EUR +42.00% -
Bid Size: -
-
Ask Size: -
FRAPORT AG FFM.AIRPO... 52.00 EUR 12/20/2024 Call
 

Master data

WKN: PC2YAQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 12/20/2024
Issue date: 1/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.90
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.31
Time value: 0.09
Break-even: 52.89
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 20.27%
Delta: 0.30
Theta: -0.02
Omega: 16.39
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.079
Low: 0.064
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.67%
1 Month
  -49.29%
3 Months
  -45.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.050
1M High / 1M Low: 0.190 0.050
6M High / 6M Low: 0.670 0.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.18%
Volatility 6M:   232.05%
Volatility 1Y:   -
Volatility 3Y:   -