BNP Paribas Call 10.8 FTE 21.06.2.../  DE000PC6MXZ9  /

EUWAX
2024-04-26  8:27:31 AM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.140EUR -22.22% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.80 EUR 2024-06-21 Call
 

Master data

WKN: PC6MXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.80 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 69.30
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -0.41
Time value: 0.15
Break-even: 10.95
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.41
Spread abs.: 0.06
Spread %: 66.67%
Delta: 0.33
Theta: 0.00
Omega: 22.94
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -65.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.140
1M High / 1M Low: 0.490 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   512.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -