BNP Paribas Call 32 WY 21.06.2024/  DE000PC1MCB5  /

Frankfurt Zert./BNP
2024-05-21  9:20:49 AM Chg.-0.001 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.025EUR -3.85% 0.025
Bid Size: 10,000
0.049
Ask Size: 10,000
Weyerhaeuser Company 32.00 USD 2024-06-21 Call
 

Master data

WKN: PC1MCB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.00
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.08
Time value: 0.05
Break-even: 29.90
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 27.03%
Delta: 0.38
Theta: -0.01
Omega: 22.89
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.026
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -77.27%
3 Months
  -89.58%
YTD
  -93.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.026
1M High / 1M Low: 0.110 0.026
6M High / 6M Low: - -
High (YTD): 2024-03-27 0.410
Low (YTD): 2024-05-20 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -