BNP Paribas Call 6200 SX5E 19.12..../  DE000PC5A827  /

Frankfurt Zert./BNP
04/10/2024  21:20:21 Chg.+0.030 Bid21:29:09 Ask21:29:09 Underlying Strike price Expiration date Option type
0.250EUR +13.64% 0.260
Bid Size: 28,350
0.280
Ask Size: 28,350
EURO STOXX 50, EUR (... 6,200.00 EUR 19/12/2025 Call
 

Master data

WKN: PC5A82
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 19/12/2025
Issue date: 19/02/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 204.72
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.13
Parity: -12.87
Time value: 0.24
Break-even: 6,224.00
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.08
Theta: -0.15
Omega: 17.28
Rho: 4.71
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month  
+31.58%
3 Months
  -46.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.220
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 0.760 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.56%
Volatility 6M:   198.82%
Volatility 1Y:   -
Volatility 3Y:   -