BNP Paribas Call 60 NWT 20.06.202.../  DE000PC26CJ1  /

EUWAX
2024-07-09  8:41:28 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 2025-06-20 Call
 

Master data

WKN: PC26CJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-20
Issue date: 2024-01-10
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.23
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.55
Time value: 0.59
Break-even: 65.90
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.49
Theta: -0.01
Omega: 4.56
Rho: 0.20
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.24%
1 Month  
+9.26%
3 Months
  -7.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.600
1M High / 1M Low: 0.700 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -