BNP Paribas Call 150 CEG 21.06.2024
/ DE000PC5DXE5
BNP Paribas Call 150 CEG 21.06.20.../ DE000PC5DXE5 /
| 2024-05-24 10:08:24 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.64EUR |
- |
-
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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.35 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.31 |
| Parity: |
6.31 |
| Time value: |
0.33 |
| Break-even: |
216.40 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
-0.82 |
| Spread %: |
-10.99% |
| Delta: |
0.91 |
| Theta: |
-0.23 |
| Omega: |
2.93 |
| Rho: |
0.08 |
Quote data
| Open: |
6.64 |
| High: |
6.64 |
| Low: |
6.64 |
| Previous Close: |
6.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+67.25% |
| 3 Months |
|
|
+151.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.80 |
6.64 |
| 1M High / 1M Low: |
6.93 |
3.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
