BNP Paribas Call 49 UNVB 21.03.20.../  DE000PC706W6  /

EUWAX
1/24/2025  8:40:56 AM Chg.+0.030 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% -
Bid Size: -
-
Ask Size: -
UNILEVER PLC LS-,0... 49.00 EUR 3/21/2025 Call
 

Master data

WKN: PC706W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNILEVER PLC LS-,031111
Type: Warrant
Option type: Call
Strike price: 49.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.58
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.46
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.46
Time value: 0.10
Break-even: 54.60
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 9.80%
Delta: 0.80
Theta: -0.02
Omega: 7.65
Rho: 0.06
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.77%
1 Month
  -12.70%
3 Months
  -38.20%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.520
1M High / 1M Low: 0.670 0.480
6M High / 6M Low: 1.140 0.480
High (YTD): 1/3/2025 0.670
Low (YTD): 1/15/2025 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.804
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.16%
Volatility 6M:   103.83%
Volatility 1Y:   -
Volatility 3Y:   -