BNP Paribas Call 60 WFC 21.03.202.../  DE000PC9W6P8  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.+0.020 Bid9:55:59 PM Ask9:55:59 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.580
Bid Size: 24,600
0.600
Ask Size: 24,600
Wells Fargo and Comp... 60.00 USD 2025-03-21 Call
 

Master data

WKN: PC9W6P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.21
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.01
Time value: 0.60
Break-even: 61.31
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.59
Theta: -0.01
Omega: 5.48
Rho: 0.22
 

Quote data

Open: 0.540
High: 0.560
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.520
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -