BNP Paribas Call 75 SRB 17.01.202.../  DE000PC8GRQ8  /

EUWAX
2024-11-25  8:39:41 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.70EUR - -
Bid Size: -
-
Ask Size: -
STARBUCKS CORP. 75.00 - 2025-01-17 Call
 

Master data

WKN: PC8GRQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: STARBUCKS CORP.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2024-11-26
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.93
Implied volatility: 2.70
Historic volatility: 0.35
Parity: 0.93
Time value: 1.77
Break-even: 102.00
Moneyness: 1.12
Premium: 0.21
Premium p.a.: 15.12
Spread abs.: 0.07
Spread %: 2.66%
Delta: 0.70
Theta: -0.42
Omega: 2.18
Rho: 0.02
 

Quote data

Open: 2.48
High: 2.70
Low: 2.48
Previous Close: 2.48
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.87%
3 Months  
+33.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.70 2.70
6M High / 6M Low: 2.70 0.52
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   338.23%
Volatility 1Y:   -
Volatility 3Y:   -