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BNP Paribas Call 105 ORC 21.06.20.../  DE000PC0LWZ6  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.-0.070 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.230EUR -5.38% 1.250
Bid Size: 21,000		 1.260
Ask Size: 21,000		 ORACLE CORP. D... 105.00 - 2024-06-21 Call
 

Master data

WKN: PC0LWZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.30
Implied volatility: 1.09
Historic volatility: 0.29
Parity: 0.30
Time value: 0.95
Break-even: 117.50
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 3.64
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.60
Theta: -0.27
Omega: 5.16
Rho: 0.03
 

Quote data

Open: 1.230
High: 1.260
Low: 1.060
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.49%
1 Month  
+7.89%
3 Months
  -6.82%
YTD  
+32.26%
1 Year
  -13.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.230
1M High / 1M Low: 1.920 1.170
6M High / 6M Low: 2.430 0.640
High (YTD): 2024-03-20 2.430
Low (YTD): 2024-01-05 0.720
52W High: 2023-06-15 2.800
52W Low: 2023-12-14 0.640
Avg. price 1W:   1.592
Avg. volume 1W:   0.000
Avg. price 1M:   1.552
Avg. volume 1M:   0.000
Avg. price 6M:   1.418
Avg. volume 6M:   0.000
Avg. price 1Y:   1.609
Avg. volume 1Y:   0.000
Volatility 1M:   158.76%
Volatility 6M:   182.72%
Volatility 1Y:   157.91%
Volatility 3Y:   -