BNP Paribas Call 192 SIE 17.05.20.../  DE000PC6M7H8  /

EUWAX
2024-04-30  8:28:51 AM Chg.-0.015 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.031EUR -32.61% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 192.00 EUR 2024-05-17 Call
 

Master data

WKN: PC6M7H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 192.00 EUR
Maturity: 2024-05-17
Issue date: 2024-03-14
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 211.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -1.44
Time value: 0.08
Break-even: 192.84
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 4.83
Spread abs.: 0.05
Spread %: 140.00%
Delta: 0.14
Theta: -0.08
Omega: 29.64
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.00%
1 Month
  -77.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.021
1M High / 1M Low: 0.130 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   523.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -