BNP Paribas Call 85 HEN3 20.06.20.../  DE000PC1H6E9  /

EUWAX
2024-07-04  9:07:32 AM Chg.-0.030 Bid5:37:00 PM Ask5:37:00 PM Underlying Strike price Expiration date Option type
0.550EUR -5.17% 0.550
Bid Size: 9,300
0.570
Ask Size: 9,300
HENKEL AG+CO.KGAA VZ... 85.00 - 2025-06-20 Call
 

Master data

WKN: PC1H6E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.30
Time value: 0.58
Break-even: 90.80
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.53
Theta: -0.01
Omega: 7.56
Rho: 0.37
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -11.29%
3 Months  
+139.13%
YTD  
+129.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.580
1M High / 1M Low: 0.820 0.580
6M High / 6M Low: 0.820 0.120
High (YTD): 2024-06-11 0.820
Low (YTD): 2024-03-07 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.94%
Volatility 6M:   151.51%
Volatility 1Y:   -
Volatility 3Y:   -