BNP Paribas Call 9.8 FTE 21.06.20.../  DE000PC6MX34  /

Frankfurt Zert./BNP
2024-06-07  7:20:24 PM Chg.-0.390 Bid7:32:16 PM Ask7:32:16 PM Underlying Strike price Expiration date Option type
0.340EUR -53.42% 0.360
Bid Size: 8,334
0.450
Ask Size: 6,667
ORANGE INH. ... 9.80 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.80 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.49
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.69
Implied volatility: 0.49
Historic volatility: 0.14
Parity: 0.69
Time value: 0.15
Break-even: 10.64
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.45
Spread abs.: 0.09
Spread %: 12.00%
Delta: 0.78
Theta: -0.01
Omega: 9.72
Rho: 0.00
 

Quote data

Open: 0.760
High: 0.760
Low: 0.340
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -65.66%
1 Month
  -52.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.730
1M High / 1M Low: 1.130 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.894
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -