BNP Paribas Call 6200 SX5E 21.03..../  DE000PC5A8R0  /

EUWAX
2024-07-04  5:22:38 PM Chg.+0.006 Bid5:38:37 PM Ask5:38:37 PM Underlying Strike price Expiration date Option type
0.052EUR +13.04% 0.048
Bid Size: 28,350
0.068
Ask Size: 28,350
DJ EURO STOXX 50 EUR... 6,200.00 EUR 2025-03-21 Call
 

Master data

WKN: PC5A8R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-19
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 789.66
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -12.25
Time value: 0.06
Break-even: 6,206.30
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 46.51%
Delta: 0.03
Theta: -0.09
Omega: 25.80
Rho: 1.11
 

Quote data

Open: 0.050
High: 0.052
Low: 0.050
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month
  -23.53%
3 Months
  -75.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.037
1M High / 1M Low: 0.110 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -