BNP Paribas Call 53 UNVB 21.03.20.../  DE000PC871W8  /

EUWAX
10/01/2025  09:48:54 Chg.-0.010 Bid19:00:52 Ask19:00:52 Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.240
Bid Size: 10,000
0.280
Ask Size: 10,000
UNILEVER PLC LS-,0... 53.00 EUR 21/03/2025 Call
 

Master data

WKN: PC871W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNILEVER PLC LS-,031111
Type: Warrant
Option type: Call
Strike price: 53.00 EUR
Maturity: 21/03/2025
Issue date: 03/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.10
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.17
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.17
Time value: 0.17
Break-even: 56.40
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.66
Theta: -0.02
Omega: 10.63
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -34.15%
3 Months
  -52.63%
YTD
  -18.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.210
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: 0.790 0.210
High (YTD): 03/01/2025 0.360
Low (YTD): 07/01/2025 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.486
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.46%
Volatility 6M:   165.90%
Volatility 1Y:   -
Volatility 3Y:   -