BNP Paribas Call 150 CEG 20.09.2024
/ DE000PC5DXF2
BNP Paribas Call 150 CEG 20.09.20.../ DE000PC5DXF2 /
| 2024-05-29 10:50:31 AM |
Chg.-0.400 |
Bid11:11:36 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.390EUR |
-5.13% |
7.400
Bid Size: 4,000 |
-
Ask Size: - |
Constellation Energy... |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5DXF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.66 |
| Intrinsic value: |
7.49 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
7.49 |
| Time value: |
0.30 |
| Break-even: |
216.13 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.26% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
2.61 |
| Rho: |
0.39 |
Quote data
| Open: |
7.630 |
| High: |
7.630 |
| Low: |
7.390 |
| Previous Close: |
7.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.48% |
| 1 Month |
|
|
+66.82% |
| 3 Months |
|
|
+155.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.120 |
6.750 |
| 1M High / 1M Low: |
8.120 |
4.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
