BNP Paribas Call 151 ABEC 17.05.2.../  DE000PC35Z25  /

EUWAX
2024-05-10  12:49:19 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.90EUR - -
Bid Size: -
-
Ask Size: -
ALPHABET INC.CL C DL... - - 2024-05-17 Call
 

Master data

WKN: PC35Z2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALPHABET INC.CL C DL-,001
Type: Warrant
Option type: Call
Strike price: - -
Maturity: 2024-05-17
Issue date: 2024-01-30
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 4.40
Historic volatility: 0.25
Parity: 0.87
Time value: 1.03
Break-even: 170.00
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 4.97%
Delta: 0.64
Theta: -6.88
Omega: 5.38
Rho: 0.00
 

Quote data

Open: 1.89
High: 1.90
Low: 1.89
Previous Close: 1.85
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+104.30%
3 Months  
+258.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.85
1M High / 1M Low: 2.35 0.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   651.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -