BNP Paribas Call 22 T5W 20.06.202.../  DE000PC7Z0M7  /

Frankfurt Zert./BNP
2024-05-22  9:20:33 PM Chg.-0.007 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.071EUR -8.97% 0.071
Bid Size: 10,000
0.088
Ask Size: 10,000
JUST EAT TAKEAWAY. E... 22.00 EUR 2025-06-20 Call
 

Master data

WKN: PC7Z0M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: JUST EAT TAKEAWAY. EO-,04
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.20
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.46
Parity: -0.85
Time value: 0.10
Break-even: 22.95
Moneyness: 0.61
Premium: 0.70
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 21.79%
Delta: 0.28
Theta: 0.00
Omega: 3.94
Rho: 0.03
 

Quote data

Open: 0.077
High: 0.077
Low: 0.071
Previous Close: 0.078
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.45%
1 Month
  -29.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.078
1M High / 1M Low: 0.110 0.075
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -