BNP Paribas Call 130 ORCL 21.06.2024
/ DE000PN47RA1
BNP Paribas Call 130 ORCL 21.06.2.../ DE000PN47RA1 /
| 2024-05-31 9:50:31 PM |
Chg.-0.040 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-30.77% |
0.100
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
Oracle Corp |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN47RA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
98.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-1.18 |
| Time value: |
0.11 |
| Break-even: |
120.93 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
6.85 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.18 |
| Theta: |
-0.08 |
| Omega: |
18.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.070 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-52.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.090 |
| 1M High / 1M Low: |
0.290 |
0.090 |
| 6M High / 6M Low: |
0.750 |
0.090 |
| High (YTD): |
2024-03-20 |
0.750 |
| Low (YTD): |
2024-05-31 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.86% |
| Volatility 6M: |
|
323.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
