BNP Paribas Call 10.2 FTE 21.06.2.../  DE000PC6MX18  /

Frankfurt Zert./BNP
2024-04-26  9:20:31 PM Chg.-0.050 Bid9:28:55 PM Ask9:28:55 PM Underlying Strike price Expiration date Option type
0.420EUR -10.64% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.20 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.20 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.21
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.20
Implied volatility: 0.22
Historic volatility: 0.13
Parity: 0.20
Time value: 0.30
Break-even: 10.69
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 16.67%
Delta: 0.63
Theta: 0.00
Omega: 13.38
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.400
Previous Close: 0.470
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -53.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.420
1M High / 1M Low: 0.980 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -