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

EUWAX
2024-05-24  8:07:05 AM Chg.-0.020 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -
-
Ask Size: -
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: 67.68
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -4.52
Time value: 0.41
Break-even: 326.77
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.19
Theta: -0.05
Omega: 13.10
Rho: 0.16
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.04%
1 Month
  -36.36%
3 Months
  -89.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.770 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -