BNP Paribas Call 70 DOW 17.01.202.../  DE000PC7ZGE9  /

EUWAX
2024-05-02  8:34:43 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
Dow Inc 70.00 USD 2025-01-17 Call
 

Master data

WKN: PC7ZGE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.40
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.19
Time value: 0.10
Break-even: 66.32
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.20
Theta: -0.01
Omega: 10.58
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -