BNP Paribas Call 72 NDAQ 17.01.20.../  DE000PC613U8  /

Frankfurt Zert./BNP
2024-06-11  8:50:40 PM Chg.-0.010 Bid2024-06-11 Ask2024-06-11 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 17,200
0.100
Ask Size: 17,200
Nasdaq Inc 72.00 USD 2025-01-17 Call
 

Master data

WKN: PC613U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.09
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -1.18
Time value: 0.11
Break-even: 67.99
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.21
Theta: -0.01
Omega: 10.31
Rho: 0.06
 

Quote data

Open: 0.100
High: 0.100
Low: 0.088
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -35.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.200 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -