BNP Paribas Call 160 CEG 20.09.2024
/ DE000PC6MF69
BNP Paribas Call 160 CEG 20.09.20.../ DE000PC6MF69 /
| 2024-05-29 1:21:06 PM |
Chg.-0.430 |
Bid2024-05-29 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.520EUR |
-6.19% |
6.520
Bid Size: 5,000 |
-
Ask Size: - |
Constellation Energy... |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC6MF6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.76 |
| Intrinsic value: |
6.57 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.31 |
| Parity: |
6.57 |
| Time value: |
0.84 |
| Break-even: |
221.55 |
| Moneyness: |
1.45 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.45 |
| Spread %: |
6.47% |
| Delta: |
0.87 |
| Theta: |
-0.09 |
| Omega: |
2.51 |
| Rho: |
0.35 |
Quote data
| Open: |
6.780 |
| High: |
6.780 |
| Low: |
6.520 |
| Previous Close: |
6.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
+73.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.260 |
5.920 |
| 1M High / 1M Low: |
7.260 |
3.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
