BNP Paribas Call 60 CCC3 21.06.20.../  DE000PC0LPN6  /

EUWAX
2024-06-07  9:06:04 AM Chg.+0.030 Bid4:15:51 PM Ask4:15:51 PM Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.390
Bid Size: 100,000
-
Ask Size: -
COCA-COLA CO. D... 60.00 - 2024-06-21 Call
 

Master data

WKN: PC0LPN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.10
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.12
Parity: -0.11
Time value: 0.39
Break-even: 63.90
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 7.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.50
Theta: -0.16
Omega: 7.55
Rho: 0.01
 

Quote data

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

Performance

1 Week  
+100.00%
1 Month  
+48.15%
3 Months  
+150.00%
YTD  
+81.82%
1 Year
  -14.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.200
1M High / 1M Low: 0.370 0.160
6M High / 6M Low: 0.370 0.073
High (YTD): 2024-06-06 0.370
Low (YTD): 2024-04-17 0.073
52W High: 2023-07-26 0.580
52W Low: 2024-04-17 0.073
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   1,488
Avg. price 1Y:   0.281
Avg. volume 1Y:   726.563
Volatility 1M:   243.83%
Volatility 6M:   237.69%
Volatility 1Y:   187.91%
Volatility 3Y:   -