BNP Paribas Call 52 RNL 21.06.202.../  DE000PC70LT9  /

Frankfurt Zert./BNP
2024-05-31  9:20:31 PM Chg.-0.020 Bid9:46:53 PM Ask9:46:53 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.280
Bid Size: 10,000
0.330
Ask Size: 9,091
RENAULT INH. EO... 52.00 EUR 2024-06-21 Call
 

Master data

WKN: PC70LT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.24
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.16
Implied volatility: 0.48
Historic volatility: 0.29
Parity: 0.16
Time value: 0.17
Break-even: 55.30
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.78
Spread abs.: 0.05
Spread %: 17.86%
Delta: 0.63
Theta: -0.06
Omega: 10.29
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.240
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+170.00%
1 Month  
+770.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.090
1M High / 1M Low: 0.290 0.026
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,065.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -