BNP Paribas Call 120 A 21.06.2024
/ DE000PC1LW23
BNP Paribas Call 120 A 21.06.2024/ DE000PC1LW23 /
| 2024-05-23 8:20:45 PM |
Chg.-0.210 |
Bid8:30:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-6.77% |
2.890
Bid Size: 7,200 |
-
Ask Size: - |
Agilent Technologies |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1LW2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
3.04 |
| Time value: |
0.05 |
| Break-even: |
141.75 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
4.45 |
| Rho: |
0.08 |
Quote data
| Open: |
3.100 |
| High: |
3.110 |
| Low: |
2.890 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+42.36% |
| 3 Months |
|
|
+67.05% |
| YTD |
|
|
+19.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
3.100 |
| 1M High / 1M Low: |
3.260 |
1.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
3.260 |
| Low (YTD): |
2024-04-19 |
1.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
