BNP Paribas Call 0.86 EUR/GBP 21..../  DE000PC3PZJ8  /

EUWAX
2024-06-03  2:04:47 PM Chg.+0.01 Bid2:20:24 PM Ask2:20:24 PM Underlying Strike price Expiration date Option type
2.14EUR +0.47% 2.13
Bid Size: 10,000
2.14
Ask Size: 10,000
- 0.86 GBP 2025-03-21 Call
 

Master data

WKN: PC3PZJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.86 GBP
Maturity: 2025-03-21
Issue date: 2024-01-22
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 46.95
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 0.04
Parity: -1.01
Time value: 2.13
Break-even: 1.03
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.84
Theta: 0.00
Omega: 39.57
Rho: 0.01
 

Quote data

Open: 2.18
High: 2.24
Low: 2.14
Previous Close: 2.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.90%
1 Month
  -19.85%
3 Months
  -28.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 2.10
1M High / 1M Low: 2.81 2.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -