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BNP Paribas Call 115 ORC 21.06.20.../  DE000PC0LW32  /

EUWAX
2024-05-22  9:09:32 AM Chg.0.00 Bid7:36:44 PM Ask7:36:44 PM Underlying Strike price Expiration date Option type
1.05EUR 0.00% 1.03
Bid Size: 43,000		 1.04
Ask Size: 43,000		 ORACLE CORP. D... 115.00 - 2024-06-21 Call
 

Master data

WKN: PC0LW3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.63
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.29
Parity: -0.02
Time value: 1.08
Break-even: 125.80
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 2.04
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.55
Theta: -0.18
Omega: 5.84
Rho: 0.04
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.32%
1 Month  
+61.54%
3 Months  
+84.21%
YTD  
+101.92%
1 Year  
+43.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.05 0.88
1M High / 1M Low: 1.05 0.57
6M High / 6M Low: 1.70 0.34
High (YTD): 2024-03-21 1.70
Low (YTD): 2024-01-05 0.37
52W High: 2023-06-15 2.23
52W Low: 2023-12-14 0.34
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.71
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.06
Avg. volume 1Y:   0.00
Volatility 1M:   224.30%
Volatility 6M:   247.81%
Volatility 1Y:   210.50%
Volatility 3Y:   -