BNP Paribas Call 280 VEEV 20.09.2.../  DE000PC61789  /

EUWAX
2024-04-29  8:57:24 AM Chg.- Bid8:05:10 AM Ask8:05:10 AM Underlying Strike price Expiration date Option type
0.150EUR - 0.150
Bid Size: 10,000
0.220
Ask Size: 10,000
Veeva Systems Inc 280.00 USD 2024-09-20 Call
 

Master data

WKN: PC6178
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 99.02
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -7.32
Time value: 0.19
Break-even: 263.22
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.36
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.10
Theta: -0.03
Omega: 10.14
Rho: 0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -82.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.740 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -