BNP Paribas Call 60 CIS 20.09.202.../  DE000PC38UC3  /

EUWAX
7/23/2024  11:36:51 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
CISCO SYSTEMS DL-... 60.00 - 9/20/2024 Call
 

Master data

WKN: PC38UC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 7/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.17
Parity: -1.68
Time value: 0.09
Break-even: 60.91
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 7.99
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.16
Theta: -0.03
Omega: 7.58
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -93.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -