BNP Paribas Call 88 HEN3 19.12.20.../  DE000PC6NSJ1  /

EUWAX
2024-07-24  8:30:11 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 88.00 - 2025-12-19 Call
 

Master data

WKN: PC6NSJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.22
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.55
Time value: 0.58
Break-even: 93.80
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.51
Theta: -0.01
Omega: 7.26
Rho: 0.51
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -14.06%
3 Months  
+111.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.540
1M High / 1M Low: 0.680 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -