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BNP Paribas Call 105 ORC 21.06.20.../  DE000PC0LWZ6  /

EUWAX
2024-05-15  9:06:14 AM Chg.+0.46 Bid9:52:40 PM Ask9:52:40 PM Underlying Strike price Expiration date Option type
1.70EUR +37.10% 1.64
Bid Size: 19,000		 1.65
Ask Size: 19,000		 ORACLE CORP. D... 105.00 - 2024-06-21 Call
 

Master data

WKN: PC0LWZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.68
Implied volatility: 0.89
Historic volatility: 0.30
Parity: 0.68
Time value: 0.93
Break-even: 121.10
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.65
Theta: -0.16
Omega: 4.49
Rho: 0.06
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.30%
1 Month
  -3.95%
3 Months  
+22.30%
YTD  
+82.80%
1 Year  
+95.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.24
1M High / 1M Low: 1.77 1.17
6M High / 6M Low: 2.49 0.64
High (YTD): 2024-03-21 2.49
Low (YTD): 2024-01-05 0.72
52W High: 2023-06-15 2.84
52W Low: 2023-12-14 0.64
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   24.19
Avg. price 1Y:   1.59
Avg. volume 1Y:   11.72
Volatility 1M:   120.60%
Volatility 6M:   185.53%
Volatility 1Y:   163.05%
Volatility 3Y:   -