BNP Paribas Call 10.5 FTE 21.06.2.../  DE000PC6MX00  /

Frankfurt Zert./BNP
2024-04-26  9:20:23 PM Chg.-0.040 Bid9:57:50 PM Ask9:57:50 PM Underlying Strike price Expiration date Option type
0.230EUR -14.81% 0.220
Bid Size: 10,000
0.280
Ask Size: 10,000
ORANGE INH. ... 10.50 EUR 2024-06-21 Call
 

Master data

WKN: PC6MX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 37.13
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -0.11
Time value: 0.28
Break-even: 10.78
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.49
Theta: 0.00
Omega: 18.23
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.210
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -56.60%
1 Month
  -65.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.230
1M High / 1M Low: 0.720 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -