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

EUWAX
2024-06-06  8:18:29 AM Chg.0.000 Bid5:35:12 PM Ask5:35:12 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.200
Bid Size: 10,000
0.210
Ask Size: 10,000
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: 24.96
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.21
Time value: 0.22
Break-even: 59.22
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.44
Theta: -0.02
Omega: 11.07
Rho: 0.06
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -32.26%
3 Months
  -8.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.390 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -