BNP Paribas Call 160 A 21.06.2024
/ DE000PC2WRS4
BNP Paribas Call 160 A 21.06.2024/ DE000PC2WRS4 /
| 2024-05-27 8:31:46 AM |
Chg.-0.020 |
Bid10:01:06 AM |
Ask10:01:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.170
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
Agilent Technologies |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2WRS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
69.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.86 |
| Time value: |
0.20 |
| Break-even: |
149.51 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
19.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.48% |
| 1 Month |
|
|
+123.68% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.190 |
| 1M High / 1M Low: |
0.350 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
