BNP Paribas Call 520 MHL 17.01.20.../  DE000PC39HY2  /

EUWAX
11/15/2024  8:21:56 AM Chg.-0.08 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.33EUR -5.67% -
Bid Size: -
-
Ask Size: -
S+P GLOBAL INC. ... 520.00 - 1/17/2025 Call
 

Master data

WKN: PC39HY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: S+P GLOBAL INC. DL 1
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 1/17/2025
Issue date: 1/31/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.94
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -4.19
Time value: 1.14
Break-even: 531.40
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.86
Spread abs.: 0.09
Spread %: 8.57%
Delta: 0.30
Theta: -0.19
Omega: 12.61
Rho: 0.22
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.26%
1 Month
  -48.05%
3 Months
  -30.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.13
1M High / 1M Low: 2.80 0.70
6M High / 6M Low: 3.35 0.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.51%
Volatility 6M:   188.78%
Volatility 1Y:   -
Volatility 3Y:   -