BNP Paribas Call 180 CFR 19.12.20.../  DE000PC6MFN2  /

EUWAX
2024-05-23  10:26:46 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.720EUR -2.70% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 180.00 CHF 2025-12-19 Call
 

Master data

WKN: PC6MFN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.12
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.31
Parity: -4.08
Time value: 0.70
Break-even: 188.63
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.30
Theta: -0.02
Omega: 6.14
Rho: 0.57
 

Quote data

Open: 0.730
High: 0.730
Low: 0.720
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.03%
1 Month  
+44.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.590
1M High / 1M Low: 0.780 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -