BNP Paribas Call 70 HEN3 17.05.20.../  DE000PC38SD5  /

EUWAX
2024-05-02  8:15:30 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.470EUR +14.63% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 70.00 - 2024-05-17 Call
 

Master data

WKN: PC38SD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-05-17
Issue date: 2024-01-31
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.45
Implied volatility: 0.40
Historic volatility: 0.14
Parity: 0.45
Time value: 0.08
Break-even: 75.30
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.79
Theta: -0.06
Omega: 11.16
Rho: 0.02
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.24%
1 Month
  -18.97%
3 Months  
+34.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 0.580 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -