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

Frankfurt Zert./BNP
11/6/2024  9:20:18 PM Chg.-0.020 Bid9:56:17 PM Ask9:56:17 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.090
Bid Size: 28,350
0.130
Ask Size: 28,350
EURO STOXX 50, EUR (... 6,200.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 2/19/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 231.92
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.13
Parity: -13.30
Time value: 0.21
Break-even: 6,221.00
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 90.91%
Delta: 0.07
Theta: -0.14
Omega: 17.26
Rho: 3.82
 

Quote data

Open: 0.120
High: 0.140
Low: 0.080
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -60.87%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.280 0.090
6M High / 6M Low: 0.760 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.49%
Volatility 6M:   207.06%
Volatility 1Y:   -
Volatility 3Y:   -