BNP Paribas Call 800 EMSHF 19.12..../  DE000PC7ZJ10  /

EUWAX
8/12/2024  10:17:00 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.340EUR - -
Bid Size: -
-
Ask Size: -
Ems Chemie Holding A... 800.00 - 12/19/2025 Call
 

Master data

WKN: PC7ZJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ems Chemie Holding AG
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 12/19/2025
Issue date: 4/9/2024
Last trading day: 8/13/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.91
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.19
Parity: -0.44
Time value: 0.33
Break-even: 833.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.49
Theta: -0.07
Omega: 11.27
Rho: 4.42
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.05%
3 Months
  -30.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.420 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -