BNP Paribas Call 70 NWT 20.06.202.../  DE000PC6NJ31  /

Frankfurt Zert./BNP
11/14/2024  9:50:29 PM Chg.+0.010 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.840EUR +1.20% 0.830
Bid Size: 17,600
0.850
Ask Size: 17,600
WELLS FARGO + CO.DL ... 70.00 - 6/20/2025 Call
 

Master data

WKN: PC6NJ3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 6/20/2025
Issue date: 3/14/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.10
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.11
Time value: 0.85
Break-even: 78.50
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.56
Theta: -0.02
Omega: 4.57
Rho: 0.18
 

Quote data

Open: 0.820
High: 0.860
Low: 0.810
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+180.00%
3 Months  
+833.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.630
1M High / 1M Low: 0.840 0.300
6M High / 6M Low: 0.840 0.057
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.67%
Volatility 6M:   290.38%
Volatility 1Y:   -
Volatility 3Y:   -