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

EUWAX
24/01/2025  10:11:45 Chg.-0.030 Bid22:00:09 Ask22:00:09 Underlying Strike price Expiration date Option type
0.210EUR -12.50% -
Bid Size: -
-
Ask Size: -
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: 23.31
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.06
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.06
Time value: 0.17
Break-even: 55.30
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.59
Theta: -0.02
Omega: 13.73
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -30.00%
3 Months
  -61.11%
YTD
  -36.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.210
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: 0.790 0.170
High (YTD): 03/01/2025 0.360
Low (YTD): 16/01/2025 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.97%
Volatility 6M:   145.39%
Volatility 1Y:   -
Volatility 3Y:   -