BNP Paribas Call 32 CRIN 18.12.20.../  DE000PC8G5M8  /

EUWAX
2024-06-03  10:09:20 AM Chg.+0.20 Bid2:13:20 PM Ask2:13:20 PM Underlying Strike price Expiration date Option type
7.84EUR +2.62% 7.87
Bid Size: 14,000
7.91
Ask Size: 14,000
UNICREDIT 32.00 EUR 2025-12-18 Call
 

Master data

WKN: PC8G5M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-12-18
Issue date: 2024-04-17
Last trading day: 2025-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 7.85
Intrinsic value: 4.39
Implied volatility: 0.25
Historic volatility: 0.25
Parity: 4.39
Time value: 3.54
Break-even: 39.92
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.22
Spread %: 2.86%
Delta: 0.77
Theta: -0.01
Omega: 3.56
Rho: 0.31
 

Quote data

Open: 7.84
High: 7.84
Low: 7.84
Previous Close: 7.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.12%
1 Month  
+10.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.66 7.20
1M High / 1M Low: 7.78 6.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.53
Avg. volume 1W:   0.00
Avg. price 1M:   7.46
Avg. volume 1M:   9.52
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -