BNP Paribas Call 22 SZG 20.09.202.../  DE000PC5HXQ0  /

EUWAX
2024-05-31  6:19:59 PM Chg.-0.26 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.29EUR -10.20% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 22.00 - 2024-09-20 Call
 

Master data

WKN: PC5HXQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2024-09-20
Issue date: 2024-02-22
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 0.70
Implied volatility: 0.41
Historic volatility: 0.36
Parity: 0.70
Time value: 1.82
Break-even: 24.52
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 4.13%
Delta: 0.62
Theta: -0.01
Omega: 5.57
Rho: 0.04
 

Quote data

Open: 2.54
High: 2.59
Low: 2.29
Previous Close: 2.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.53%
1 Month
  -8.76%
3 Months
  -5.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.22
1M High / 1M Low: 2.80 1.52
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.45
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -