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

EUWAX
9/17/2024  8:39:24 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.770EUR +1.32% -
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: 11.38
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.34
Implied volatility: 0.31
Historic volatility: 0.29
Parity: 0.34
Time value: 0.44
Break-even: 93.16
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.65
Theta: -0.03
Omega: 7.38
Rho: 0.13
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.46%
1 Month  
+175.00%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.650
1M High / 1M Low: 0.930 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   678.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -