BNP Paribas Call 52 PRY 19.12.202.../  DE000PC8G3N1  /

EUWAX
2024-11-15  8:40:33 AM Chg.+0.01 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.10EUR +0.92% -
Bid Size: -
-
Ask Size: -
PRYSMIAN 52.00 EUR 2024-12-19 Call
 

Master data

WKN: PC8G3N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PRYSMIAN
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2024-12-19
Issue date: 2024-04-17
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.89
Implied volatility: 0.53
Historic volatility: 0.26
Parity: 0.89
Time value: 0.09
Break-even: 61.80
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 5.38%
Delta: 0.86
Theta: -0.04
Omega: 5.36
Rho: 0.04
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.28%
1 Month
  -32.10%
3 Months  
+1.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 0.96
1M High / 1M Low: 1.71 0.93
6M High / 6M Low: 1.71 0.59
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.00%
Volatility 6M:   162.96%
Volatility 1Y:   -
Volatility 3Y:   -