BNP Paribas Call 65 NWT 20.09.202.../  DE000PC6NJ15  /

Frankfurt Zert./BNP
2024-07-08  9:50:26 PM Chg.-0.012 Bid9:55:36 PM Ask9:55:36 PM Underlying Strike price Expiration date Option type
0.061EUR -16.44% 0.060
Bid Size: 50,000
0.091
Ask Size: 50,000
WELLS FARGO + CO.DL ... 65.00 - 2024-09-20 Call
 

Master data

WKN: PC6NJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -0.99
Time value: 0.09
Break-even: 65.93
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 27.40%
Delta: 0.20
Theta: -0.02
Omega: 11.58
Rho: 0.02
 

Quote data

Open: 0.067
High: 0.090
Low: 0.054
Previous Close: 0.073
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -49.17%
1 Month
  -23.75%
3 Months
  -56.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.061
1M High / 1M Low: 0.120 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   467.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -