BNP Paribas Call 6200 SX5E 19.09..../  DE000PC5A8Y6  /

EUWAX
10/4/2024  2:21:20 PM Chg.0.000 Bid3:13:30 PM Ask3:13:30 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.130
Bid Size: 81,000
0.140
Ask Size: 81,000
EURO STOXX 50, EUR (... 6,200.00 EUR 9/19/2025 Call
 

Master data

WKN: PC5A8Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 9/19/2025
Issue date: 2/19/2024
Last trading day: 9/18/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 377.95
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.13
Parity: -12.87
Time value: 0.13
Break-even: 6,213.00
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.05
Theta: -0.12
Omega: 20.51
Rho: 2.43
 

Quote data

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

Performance

1 Week
  -38.89%
1 Month  
+10.00%
3 Months
  -59.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.180 0.065
6M High / 6M Low: 0.510 0.043
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.68%
Volatility 6M:   248.82%
Volatility 1Y:   -
Volatility 3Y:   -