BNP Paribas Call 10.5 FTE 21.06.2.../  DE000PC6MX00  /

EUWAX
2024-06-07  8:29:18 AM Chg.-0.010 Bid6:41:29 PM Ask6:41:29 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.012
Bid Size: 11,800
0.082
Ask Size: 11,800
ORANGE INH. ... 10.50 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 45.61
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.14
Parity: -0.01
Time value: 0.23
Break-even: 10.73
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.80
Spread abs.: 0.07
Spread %: 43.75%
Delta: 0.51
Theta: -0.01
Omega: 23.45
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.100
1M High / 1M Low: 0.430 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   933.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -