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

EUWAX
14/11/2024  08:36:40 Chg.+0.110 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.840EUR +15.07% -
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: 10.73
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.54
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 0.54
Time value: 0.26
Break-even: 88.45
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.71
Theta: -0.06
Omega: 7.62
Rho: 0.05
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -36.84%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.670
1M High / 1M Low: 1.420 0.670
6M High / 6M Low: 1.800 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.82%
Volatility 6M:   336.41%
Volatility 1Y:   -
Volatility 3Y:   -