BNP Paribas Call 0.65 VOD 20.12.2.../  DE000PC3G7D8  /

EUWAX
2024-06-04  4:00:22 PM Chg.0.000 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
Vodafone Group PLC O... 0.65 GBP 2024-12-20 Call
 

Master data

WKN: PC3G7D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.65 GBP
Maturity: 2024-12-20
Issue date: 2024-01-18
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.91
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.12
Implied volatility: 0.23
Historic volatility: 0.27
Parity: 0.12
Time value: 0.03
Break-even: 0.91
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.86
Theta: 0.00
Omega: 5.06
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+68.83%
3 Months  
+8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.150 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -