BNP Paribas Call 180 CEG 20.09.2024
/ DE000PC6MF51
BNP Paribas Call 180 CEG 20.09.20.../ DE000PC6MF51 /
| 2024-05-29 12:20:56 PM |
Chg.-0.240 |
Bid12:39:12 PM |
Ask12:39:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.100EUR |
-4.49% |
5.000
Bid Size: 3,000 |
5.050
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: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
4.72 |
| Time value: |
0.65 |
| Break-even: |
219.58 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
3.43 |
| Rho: |
0.41 |
Quote data
| Open: |
5.180 |
| High: |
5.180 |
| Low: |
4.960 |
| Previous Close: |
5.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.70% |
| 1 Month |
|
|
+97.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.630 |
4.370 |
| 1M High / 1M Low: |
5.630 |
2.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
