BNP Paribas Call 6000 SX5E 20.06..../  DE000PC5A8T6  /

EUWAX
7/25/2024  5:28:54 PM Chg.-0.020 Bid5:44:46 PM Ask5:44:46 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 28,350
0.120
Ask Size: 28,350
DJ EURO STOXX 50 EUR... 6,000.00 EUR 6/20/2025 Call
 

Master data

WKN: PC5A8T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,000.00 EUR
Maturity: 6/20/2025
Issue date: 2/19/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 371.68
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -11.68
Time value: 0.13
Break-even: 6,013.00
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.06
Theta: -0.12
Omega: 21.57
Rho: 2.42
 

Quote data

Open: 0.110
High: 0.110
Low: 0.090
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -56.52%
3 Months
  -70.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -