BNP Paribas Call 90 HEN3 19.12.20.../  DE000PC6NSH5  /

EUWAX
2024-07-24  8:30:11 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.470EUR -4.08% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 90.00 - 2025-12-19 Call
 

Master data

WKN: PC6NSH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.50
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.75
Time value: 0.50
Break-even: 95.00
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.46
Theta: -0.01
Omega: 7.64
Rho: 0.47
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month
  -14.55%
3 Months  
+113.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.460
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -