BNP Paribas Call 800 EMSN 19.12.2.../  DE000PC7ZJ10  /

EUWAX
2024-05-17  10:22:40 AM Chg.-0.060 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.560EUR -9.68% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 800.00 CHF 2025-12-19 Call
 

Master data

WKN: PC7ZJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.40
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.19
Parity: -0.41
Time value: 0.62
Break-even: 871.66
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.56
Theta: -0.09
Omega: 6.89
Rho: 5.80
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+69.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.560
1M High / 1M Low: 0.650 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -