BNP Paribas Call 0.87 EUR/GBP 21..../  DE000PC7N7W5  /

EUWAX
09/01/2025  21:13:13 Chg.- Bid08:15:18 Ask08:15:18 Underlying Strike price Expiration date Option type
0.300EUR - 0.300
Bid Size: 50,000
0.310
Ask Size: 50,000
- 0.87 GBP 21/03/2025 Call
 

Master data

WKN: PC7N7W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.87 GBP
Maturity: 21/03/2025
Issue date: 05/04/2024
Last trading day: 20/03/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 454.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.05
Parity: -4.24
Time value: 0.22
Break-even: 1.04
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.14
Theta: 0.00
Omega: 61.94
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.370
Low: 0.290
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+150.00%
3 Months
  -47.37%
YTD  
+114.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.090
1M High / 1M Low: 0.300 0.090
6M High / 6M Low: 1.910 0.090
High (YTD): 09/01/2025 0.300
Low (YTD): 07/01/2025 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   581.35%
Volatility 6M:   298.20%
Volatility 1Y:   -
Volatility 3Y:   -