BNP Paribas Call 0.75 VOD 20.12.2.../  DE000PC3G7B2  /

EUWAX
2024-06-04  10:29:55 AM Chg.-0.004 Bid1:26:00 PM Ask1:26:00 PM Underlying Strike price Expiration date Option type
0.063EUR -5.97% 0.063
Bid Size: 77,000
0.073
Ask Size: 77,000
Vodafone Group PLC O... 0.75 GBP 2024-12-20 Call
 

Master data

WKN: PC3G7B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.75 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: 11.66
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.01
Implied volatility: 0.25
Historic volatility: 0.27
Parity: 0.01
Time value: 0.07
Break-even: 0.96
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 15.15%
Delta: 0.59
Theta: 0.00
Omega: 6.91
Rho: 0.00
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+85.29%
3 Months
  -7.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.055
1M High / 1M Low: 0.084 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -