BNP Paribas Call 180 CEG 20.09.2024
/ DE000PC6MF51
BNP Paribas Call 180 CEG 20.09.20.../ DE000PC6MF51 /
| 2024-06-11 1:50:28 PM |
Chg.+0.090 |
Bid2:12:47 PM |
Ask2:12:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
+2.23% |
4.170
Bid Size: 3,000 |
4.220
Ask Size: 3,000 |
Constellation Energy... |
180.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC6MF5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
3.22 |
| Time value: |
0.92 |
| Break-even: |
208.63 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
3.81 |
| Rho: |
0.32 |
Quote data
| Open: |
4.100 |
| High: |
4.130 |
| Low: |
4.080 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.35% |
| 1 Month |
|
|
+1.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
2.890 |
| 1M High / 1M Low: |
5.630 |
2.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
