BNP Paribas Call 100 MMM 21.06.20.../  DE000PC8G554  /

EUWAX
2024-05-22  8:40:49 AM Chg.-0.140 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.390EUR -26.42% -
Bid Size: -
-
Ask Size: -
3M Company 100.00 USD 2024-06-21 Call
 

Master data

WKN: PC8G55
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.76
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.29
Implied volatility: 0.19
Historic volatility: 0.26
Parity: 0.29
Time value: 0.11
Break-even: 96.13
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.74
Theta: -0.03
Omega: 17.66
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month  
+160.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.290
1M High / 1M Low: 0.550 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   609.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -