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BNP Paribas Call 82 HEN3 20.12.20.../  DE000PC05TE0  /

EUWAX
2024-07-24  10:06:45 AM Chg.- Bid8:25:27 AM Ask8:25:27 AM Underlying Strike price Expiration date Option type
0.430EUR - 0.420
Bid Size: 8,900		 0.440
Ask Size: 8,900		 HENKEL AG+CO.KGAA VZ... 82.00 - 2024-12-20 Call
 

Master data

WKN: PC05TE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.50
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.05
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.05
Time value: 0.45
Break-even: 87.00
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.59
Theta: -0.02
Omega: 9.74
Rho: 0.18
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.37%
1 Month
  -24.56%
3 Months  
+168.75%
YTD  
+104.76%
1 Year  
+43.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.630 0.400
6M High / 6M Low: 0.760 0.074
High (YTD): 2024-06-12 0.760
Low (YTD): 2024-02-29 0.074
52W High: 2024-06-12 0.760
52W Low: 2024-02-29 0.074
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   0.279
Avg. volume 1Y:   0.000
Volatility 1M:   166.95%
Volatility 6M:   216.27%
Volatility 1Y:   173.99%
Volatility 3Y:   -