BNP Paribas Call 150 A 21.06.2024
/ DE000PC1LW56
BNP Paribas Call 150 A 21.06.2024/ DE000PC1LW56 /
| 2024-05-23 9:05:47 AM |
Chg.0.000 |
Bid9:25:18 PM |
Ask9:25:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.560
Bid Size: 5,358 |
0.570
Ask Size: 5,264 |
Agilent Technologies |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1LW5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
20.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.27 |
| Time value: |
0.42 |
| Break-even: |
145.47 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.61 |
| Theta: |
-0.10 |
| Omega: |
12.50 |
| Rho: |
0.06 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.07% |
| 1 Month |
|
|
+277.78% |
| 3 Months |
|
|
+83.78% |
| YTD |
|
|
-12.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
0.820 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.920 |
| Low (YTD): |
2024-04-19 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
