BNP Paribas Call 150 FI 21.06.2024
/ DE000PC2YAF3
BNP Paribas Call 150 FI 21.06.202.../ DE000PC2YAF3 /
| 2024-06-05 8:34:07 AM |
Chg.-0.010 |
Bid8:25:15 PM |
Ask8:25:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.230
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
Fiserv |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2YAF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.18 |
| Time value: |
0.18 |
| Break-even: |
139.65 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.41 |
| Theta: |
-0.08 |
| Omega: |
30.82 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-60.47% |
| 3 Months |
|
|
-76.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.170 |
| 1M High / 1M Low: |
0.670 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
