BNP Paribas Call 130 A 21.06.2024
/ DE000PC1LW31
BNP Paribas Call 130 A 21.06.2024/ DE000PC1LW31 /
| 2024-05-23 9:05:47 AM |
Chg.-0.01 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-0.45% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1LW3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
2.11 |
| Time value: |
0.09 |
| Break-even: |
142.09 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
5.98 |
| Rho: |
0.09 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.58% |
| 1 Month |
|
|
+144.44% |
| 3 Months |
|
|
+98.20% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.21 |
| 1M High / 1M Low: |
2.35 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
2.35 |
| Low (YTD): |
2024-04-19 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
