BNP Paribas Call 68 SRB 21.03.202.../  DE000PC9WX88  /

EUWAX
2024-11-25  8:25:22 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.41EUR - -
Bid Size: -
-
Ask Size: -
STARBUCKS CORP. 68.00 - 2025-03-21 Call
 

Master data

WKN: PC9WX8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: STARBUCKS CORP.
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2025-03-21
Issue date: 2024-05-15
Last trading day: 2024-11-26
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.63
Implied volatility: 1.67
Historic volatility: 0.35
Parity: 1.63
Time value: 1.71
Break-even: 101.40
Moneyness: 1.24
Premium: 0.20
Premium p.a.: 1.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.13
Omega: 1.90
Rho: 0.07
 

Quote data

Open: 3.19
High: 3.41
Low: 3.19
Previous Close: 3.19
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.90%
3 Months  
+27.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.41 3.41
6M High / 6M Low: 3.41 0.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   2.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   215.39%
Volatility 1Y:   -
Volatility 3Y:   -