BNP Paribas Call 85 BBY 20.12.202.../  DE000PC2W372  /

EUWAX
16/07/2024  08:34:28 Chg.-0.050 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.730EUR -6.41% -
Bid Size: -
-
Ask Size: -
Best Buy Company 85.00 USD 20/12/2024 Call
 

Master data

WKN: PC2W37
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Best Buy Company
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.60
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.05
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.05
Time value: 0.69
Break-even: 85.39
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.58
Theta: -0.02
Omega: 6.17
Rho: 0.16
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month
  -15.12%
3 Months  
+55.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.740
1M High / 1M Low: 1.340 0.560
6M High / 6M Low: 1.340 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.38%
Volatility 6M:   299.79%
Volatility 1Y:   -
Volatility 3Y:   -