BNP Paribas Call 84 HEN3 20.12.20.../  DE000PC2YES8  /

EUWAX
2024-07-25  8:33:11 AM Chg.-0.030 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.320
Bid Size: 10,000
0.340
Ask Size: 10,000
HENKEL AG+CO.KGAA VZ... 84.00 - 2024-12-20 Call
 

Master data

WKN: PC2YES
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.15
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.15
Time value: 0.39
Break-even: 87.90
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.51
Theta: -0.02
Omega: 10.87
Rho: 0.16
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -28.89%
3 Months  
+166.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: 0.630 0.038
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.72%
Volatility 6M:   274.18%
Volatility 1Y:   -
Volatility 3Y:   -