BNP Paribas Call 10.2 FTE 21.06.2.../  DE000PC6MX18  /

EUWAX
2024-05-31  12:59:55 PM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.550EUR +25.00% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.20 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.20 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.54
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.53
Implied volatility: 0.36
Historic volatility: 0.13
Parity: 0.53
Time value: 0.17
Break-even: 10.89
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.09
Spread %: 15.00%
Delta: 0.75
Theta: -0.01
Omega: 11.59
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.550
Low: 0.360
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month  
+22.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.400
1M High / 1M Low: 0.710 0.360
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:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -