BNP Paribas Call 32 WY 21.06.2024/  DE000PC1MCB5  /

EUWAX
2024-05-17  9:33:33 AM Chg.-0.007 Bid3:08:48 PM Ask3:08:48 PM Underlying Strike price Expiration date Option type
0.041EUR -14.58% 0.038
Bid Size: 10,000
0.058
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: 57.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.08
Time value: 0.05
Break-even: 29.94
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 25.00%
Delta: 0.38
Theta: -0.01
Omega: 21.50
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.048
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.33%
1 Month
  -70.71%
3 Months
  -84.23%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.039
1M High / 1M Low: 0.140 0.034
6M High / 6M Low: - -
High (YTD): 2024-03-25 0.420
Low (YTD): 2024-05-02 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   402.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -