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BNP Paribas Call 102 ORC 21.06.20.../  DE000PC0LWY9  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.-0.060 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.470EUR -3.92% 1.490
Bid Size: 20,000		 1.500
Ask Size: 20,000		 ORACLE CORP. D... 102.00 - 2024-06-21 Call
 

Master data

WKN: PC0LWY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 102.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.20
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.60
Implied volatility: 1.19
Historic volatility: 0.29
Parity: 0.60
Time value: 0.90
Break-even: 117.00
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 3.29
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.64
Theta: -0.29
Omega: 4.59
Rho: 0.03
 

Quote data

Open: 1.460
High: 1.500
Low: 1.290
Previous Close: 1.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.76%
1 Month  
+8.09%
3 Months
  -2.65%
YTD  
+34.86%
1 Year
  -6.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.470
1M High / 1M Low: 2.180 1.390
6M High / 6M Low: 2.680 0.770
High (YTD): 2024-03-20 2.680
Low (YTD): 2024-01-05 0.860
52W High: 2023-06-15 3.000
52W Low: 2023-12-14 0.770
Avg. price 1W:   1.842
Avg. volume 1W:   0.000
Avg. price 1M:   1.799
Avg. volume 1M:   0.000
Avg. price 6M:   1.625
Avg. volume 6M:   0.000
Avg. price 1Y:   1.801
Avg. volume 1Y:   0.000
Volatility 1M:   141.48%
Volatility 6M:   169.29%
Volatility 1Y:   147.11%
Volatility 3Y:   -