BNP Paribas Call 350 ACN 20.09.20.../  DE000PC37NC0  /

Frankfurt Zert./BNP
2024-05-28  1:21:02 PM Chg.0.000 Bid1:23:02 PM Ask1:23:02 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.410
Bid Size: 7,318
0.470
Ask Size: 6,600
Accenture Plc 350.00 USD 2024-09-20 Call
 

Master data

WKN: PC37NC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.98
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -4.51
Time value: 0.42
Break-even: 326.44
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.20
Theta: -0.05
Omega: 12.93
Rho: 0.16
 

Quote data

Open: 0.390
High: 0.400
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -45.95%
3 Months
  -91.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 0.720 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -