BNP Paribas Call 72 NDAQ 20.12.20.../  DE000PC613T0  /

Frankfurt Zert./BNP
2024-05-31  9:50:23 PM Chg.-0.007 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.082EUR -7.87% 0.085
Bid Size: 10,000
0.095
Ask Size: 10,000
Nasdaq Inc 72.00 USD 2024-12-20 Call
 

Master data

WKN: PC613T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.28
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -1.20
Time value: 0.10
Break-even: 67.32
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.19
Theta: -0.01
Omega: 10.82
Rho: 0.05
 

Quote data

Open: 0.090
High: 0.100
Low: 0.081
Previous Close: 0.089
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.75%
1 Month
  -36.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.082
1M High / 1M Low: 0.170 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -