BNP Paribas Call 140 CEG 21.06.2024
/ DE000PC5DXD7
BNP Paribas Call 140 CEG 21.06.20.../ DE000PC5DXD7 /
| 10/05/2024 21:50:39 |
Chg.-0.060 |
Bid21:59:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.990EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
140.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PC5DXD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
2.81 |
| Historic volatility: |
0.31 |
| Parity: |
5.09 |
| Time value: |
1.90 |
| Break-even: |
209.90 |
| Moneyness: |
1.36 |
| Premium: |
0.10 |
| Premium p.a.: |
6.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.98 |
| Omega: |
2.17 |
| Rho: |
0.04 |
Quote data
| Open: |
7.430 |
| High: |
7.470 |
| Low: |
6.790 |
| Previous Close: |
7.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.47% |
| 3 Months |
|
|
+89.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.050 |
5.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
