BNP Paribas Call 8.8 FTE 19.09.20.../  DE000PL0UNE0  /

EUWAX
10/01/2025  09:48:12 Chg.+0.11 Bid21:03:18 Ask21:03:18 Underlying Strike price Expiration date Option type
1.18EUR +10.28% 1.17
Bid Size: 2,565
1.24
Ask Size: 2,420
ORANGE INH. ... 8.80 EUR 19/09/2025 Call
 

Master data

WKN: PL0UNE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 8.80 EUR
Maturity: 19/09/2025
Issue date: 06/11/2024
Last trading day: 18/09/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.85
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.85
Time value: 0.39
Break-even: 10.04
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 5.98%
Delta: 0.78
Theta: 0.00
Omega: 6.04
Rho: 0.04
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -7.09%
3 Months     -
YTD  
+5.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.05
1M High / 1M Low: 1.27 0.97
6M High / 6M Low: - -
High (YTD): 03/01/2025 1.22
Low (YTD): 08/01/2025 1.05
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -