BNP Paribas Call 850 URI 20.09.20.../  DE000PC70673  /

EUWAX
03/09/2024  08:38:47 Chg.-0.010 Bid22:00:09 Ask22:00:09 Underlying Strike price Expiration date Option type
0.080EUR -11.11% -
Bid Size: -
-
Ask Size: -
United Rentals 850.00 USD 20/09/2024 Call
 

Master data

WKN: PC7067
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 850.00 USD
Maturity: 20/09/2024
Issue date: 09/04/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 478.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -9.83
Time value: 0.14
Break-even: 769.44
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 18.65
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.06
Theta: -0.20
Omega: 28.44
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.89%
1 Month
  -84.31%
3 Months
  -91.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.090
1M High / 1M Low: 0.340 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   424.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -