OverviewChartNewsTraderScreen

BNP Paribas Call 112 ORC 21.06.20.../  DE000PC0LW24  /

Frankfurt Zert./BNP
31/05/2024  21:50:31 Chg.-0.070 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
0.730EUR -8.75% 0.750
Bid Size: 26,000		 0.760
Ask Size: 26,000		 ORACLE CORP. D... 112.00 - 21/06/2024 Call
 

Master data

WKN: PC0LW2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 112.00 -
Maturity: 21/06/2024
Issue date: 31/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.29
Parity: -0.40
Time value: 0.75
Break-even: 119.50
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 5.31
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.48
Theta: -0.23
Omega: 6.88
Rho: 0.02
 

Quote data

Open: 0.740
High: 0.770
Low: 0.610
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.52%
1 Month  
+4.29%
3 Months
  -20.65%
YTD  
+17.74%
1 Year
  -33.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.730
1M High / 1M Low: 1.330 0.720
6M High / 6M Low: 1.870 0.410
High (YTD): 20/03/2024 1.870
Low (YTD): 05/01/2024 0.460
52W High: 15/06/2023 2.370
52W Low: 14/12/2023 0.410
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   1.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   1.206
Avg. volume 1Y:   0.000
Volatility 1M:   208.43%
Volatility 6M:   216.33%
Volatility 1Y:   183.97%
Volatility 3Y:   -