BNP Paribas Call 6200 SX5E 20.06..../  DE000PC5A8U4  /

EUWAX
2024-06-26  5:19:08 PM Chg.-0.010 Bid9:50:04 PM Ask9:50:04 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 28,350
0.140
Ask Size: 28,350
DJ EURO STOXX 50 EUR... 6,200.00 EUR 2025-06-20 Call
 

Master data

WKN: PC5A8U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 2025-06-20
Issue date: 2024-02-19
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 329.68
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -12.55
Time value: 0.15
Break-even: 6,215.00
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.06
Theta: -0.13
Omega: 20.33
Rho: 2.85
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -36.84%
3 Months
  -61.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -