BNP Paribas Call 95 BBY 20.12.202.../  DE000PC7YZC6  /

EUWAX
7/16/2024  8:40:08 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.370EUR -7.50% -
Bid Size: -
-
Ask Size: -
Best Buy Company 95.00 USD 12/20/2024 Call
 

Master data

WKN: PC7YZC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Best Buy Company
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 12/20/2024
Issue date: 4/9/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.65
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.87
Time value: 0.38
Break-even: 90.97
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.37
Theta: -0.02
Omega: 7.71
Rho: 0.11
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.78%
3 Months  
+54.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.370
1M High / 1M Low: 0.800 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -