OverviewChartNewsTraderScreen

BNP Paribas Call 88 HEN3 20.12.20.../  DE000PC05TG5  /

EUWAX
24/07/2024  10:06:45 Chg.-0.030 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.180EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 HENKEL AG+CO.KGAA VZ... 88.00 - 20/12/2024 Call
 

Master data

WKN: PC05TG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 20/12/2024
Issue date: 14/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.50
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.55
Time value: 0.22
Break-even: 90.20
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.36
Theta: -0.01
Omega: 13.40
Rho: 0.11
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -33.33%
3 Months  
+181.25%
YTD  
+100.00%
1 Year  
+5.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.320 0.160
6M High / 6M Low: 0.420 0.025
High (YTD): 12/06/2024 0.420
Low (YTD): 06/03/2024 0.025
52W High: 12/06/2024 0.420
52W Low: 06/03/2024 0.025
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   241.50%
Volatility 6M:   264.75%
Volatility 1Y:   212.62%
Volatility 3Y:   -