BNP Paribas Call 150 CEG 21.06.2024
/ DE000PC5DXE5
BNP Paribas Call 150 CEG 21.06.20.../ DE000PC5DXE5 /
| 2024-05-24 9:50:26 PM |
Chg.+0.720 |
Bid9:59:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
+10.75% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5DXE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
3.58 |
| Historic volatility: |
0.31 |
| Parity: |
4.09 |
| Time value: |
3.33 |
| Break-even: |
224.20 |
| Moneyness: |
1.27 |
| Premium: |
0.17 |
| Premium p.a.: |
30.44 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.54% |
| Delta: |
0.76 |
| Theta: |
-1.36 |
| Omega: |
1.95 |
| Rho: |
0.03 |
Quote data
| Open: |
6.690 |
| High: |
7.930 |
| Low: |
6.690 |
| Previous Close: |
6.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+72.96% |
| 3 Months |
|
|
+148.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.420 |
4.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.060 |
| Avg. volume 1M: |
|
66.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
