BNP Paribas Call 125 AFX 20.09.20.../  DE000PC7Y1P9  /

EUWAX
2024-05-20  6:13:17 PM Chg.+0.009 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.080EUR +12.68% -
Bid Size: -
-
Ask Size: -
CARL ZEISS MEDITEC A... 125.00 EUR 2024-09-20 Call
 

Master data

WKN: PC7Y1P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 95.30
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -2.97
Time value: 0.10
Break-even: 126.00
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.29
Spread abs.: 0.03
Spread %: 42.86%
Delta: 0.12
Theta: -0.02
Omega: 11.11
Rho: 0.03
 

Quote data

Open: 0.069
High: 0.080
Low: 0.068
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -52.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.071
1M High / 1M Low: 0.250 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -