BNP Paribas Call 180 CEG 20.09.2024
/ DE000PC6MF51
BNP Paribas Call 180 CEG 20.09.20.../ DE000PC6MF51 /
| 2024-06-04 3:48:28 PM |
Chg.-0.70 |
Bid8:51:10 PM |
Ask8:51:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
-16.39% |
3.23
Bid Size: 4,000 |
3.25
Ask Size: 4,000 |
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: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
2.59 |
| Time value: |
0.98 |
| Break-even: |
200.73 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
4.09 |
| Rho: |
0.33 |
Quote data
| Open: |
3.42 |
| High: |
3.57 |
| Low: |
3.38 |
| Previous Close: |
4.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.02% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.76 |
4.27 |
| 1M High / 1M Low: |
5.76 |
2.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
