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

EUWAX
2024-05-13  8:07:29 AM Chg.-0.040 Bid5:56:06 PM Ask5:56:06 PM Underlying Strike price Expiration date Option type
0.550EUR -6.78% 0.570
Bid Size: 10,400
0.580
Ask Size: 10,400
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: 50.79
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -4.05
Time value: 0.56
Break-even: 330.57
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.24
Theta: -0.06
Omega: 12.08
Rho: 0.22
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -60.71%
3 Months
  -86.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.560
1M High / 1M Low: 1.170 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.824
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -