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BNP Paribas Call 115 ORC 21.06.20.../  DE000PC0LW32  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.070 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.560EUR -11.11% 0.570
Bid Size: 30,500		 0.580
Ask Size: 30,500		 ORACLE CORP. D... 115.00 - 2024-06-21 Call
 

Master data

WKN: PC0LW3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.62
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.29
Parity: -0.70
Time value: 0.58
Break-even: 120.80
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 6.69
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.42
Theta: -0.21
Omega: 7.78
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.600
Low: 0.460
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.78%
1 Month  
+1.82%
3 Months
  -28.21%
YTD  
+7.69%
1 Year
  -42.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.560
1M High / 1M Low: 1.100 0.560
6M High / 6M Low: 1.640 0.340
High (YTD): 2024-03-20 1.640
Low (YTD): 2024-01-05 0.370
52W High: 2023-06-15 2.190
52W Low: 2023-12-14 0.340
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   0.831
Avg. volume 6M:   0.000
Avg. price 1Y:   1.056
Avg. volume 1Y:   0.000
Volatility 1M:   233.91%
Volatility 6M:   231.58%
Volatility 1Y:   196.20%
Volatility 3Y:   -