BNP Paribas Call 60 CON 20.06.202.../  DE000PC1YAC2  /

EUWAX
2024-05-24  10:12:45 AM Chg.-0.10 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
4.41EUR -2.22% -
Bid Size: -
-
Ask Size: -
CONTINENTAL AG O.N. 60.00 - 2025-06-20 Call
 

Master data

WKN: PC1YAC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CONTINENTAL AG O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-20
Issue date: 2023-12-14
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.29
Leverage: Yes

Calculated values

Fair value: 8.05
Intrinsic value: 1.00
Implied volatility: 0.10
Historic volatility: 0.25
Parity: 1.00
Time value: 3.59
Break-even: 64.59
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.55%
Delta: 0.72
Theta: -0.01
Omega: 9.59
Rho: 0.42
 

Quote data

Open: 4.41
High: 4.41
Low: 4.41
Previous Close: 4.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.62%
1 Month
  -1.12%
3 Months
  -31.73%
YTD
  -34.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.85 4.41
1M High / 1M Low: 4.99 4.41
6M High / 6M Low: - -
High (YTD): 2024-02-16 6.92
Low (YTD): 2024-05-24 4.41
52W High: - -
52W Low: - -
Avg. price 1W:   4.62
Avg. volume 1W:   0.00
Avg. price 1M:   4.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -