BNP Paribas Call 390 HD 21.06.202.../  DE000PC2YE94  /

EUWAX
2024-05-10  8:34:22 AM Chg.+0.037 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.086EUR +75.51% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 390.00 USD 2024-06-21 Call
 

Master data

WKN: PC2YE9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 390.00 USD
Maturity: 2024-06-21
Issue date: 2024-01-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 392.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -4.04
Time value: 0.08
Break-even: 362.88
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.93
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.08
Theta: -0.05
Omega: 29.67
Rho: 0.03
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.63%
1 Month
  -52.22%
3 Months
  -90.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.049
1M High / 1M Low: 0.180 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   453.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -