BNP Paribas Call 62 NDAQ 20.09.20.../  DE000PC4AA60  /

EUWAX
2024-05-31  12:50:23 PM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 62.00 USD 2024-09-20 Call
 

Master data

WKN: PC4AA6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.21
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.27
Time value: 0.20
Break-even: 59.15
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.41
Theta: -0.01
Omega: 11.25
Rho: 0.06
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.48%
1 Month
  -28.57%
3 Months  
+5.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.200
1M High / 1M Low: 0.390 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -