BNP Paribas Call 150 CEG 20.09.2024
/ DE000PC5DXF2
BNP Paribas Call 150 CEG 20.09.20.../ DE000PC5DXF2 /
| 2024-06-04 3:49:21 PM |
Chg.-0.85 |
Bid8:08:00 PM |
Ask8:08:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.78EUR |
-12.82% |
5.29
Bid Size: 10,000 |
-
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: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
5.34 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
5.34 |
| Time value: |
0.43 |
| Break-even: |
195.22 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.00 |
| Rho: |
0.34 |
Quote data
| Open: |
5.63 |
| High: |
5.78 |
| Low: |
5.58 |
| Previous Close: |
6.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.02% |
| 1 Month |
|
|
+35.05% |
| 3 Months |
|
|
+87.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.26 |
6.63 |
| 1M High / 1M Low: |
8.26 |
4.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
