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

EUWAX
2024-07-25  5:28:54 PM Chg.-0.060 Bid6:00:30 PM Ask6:00:30 PM Underlying Strike price Expiration date Option type
0.240EUR -20.00% 0.250
Bid Size: 28,350
0.270
Ask Size: 28,350
DJ EURO STOXX 50 EUR... 6,200.00 EUR 2025-12-19 Call
 

Master data

WKN: PC5A82
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-19
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 161.06
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -13.68
Time value: 0.30
Break-even: 6,230.00
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.10
Theta: -0.16
Omega: 15.59
Rho: 6.13
 

Quote data

Open: 0.270
High: 0.270
Low: 0.230
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -47.83%
3 Months
  -57.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.520 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -