BNP Paribas Call 200 CEG 21.06.2024
/ DE000PC61YH6
BNP Paribas Call 200 CEG 21.06.20.../ DE000PC61YH6 /
2024-05-29 12:21:05 PM |
Chg.-0.260 |
Bid1:05:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.720EUR |
-8.72% |
2.570 Bid Size: 3,000 |
- Ask Size: - |
Constellation Energy... |
200.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC61YH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Constellation Energy Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.94 |
Intrinsic value: |
2.88 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
2.88 |
Time value: |
0.12 |
Break-even: |
214.31 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
0.93 |
Theta: |
-0.08 |
Omega: |
6.59 |
Rho: |
0.11 |
Quote data
Open: |
2.800 |
High: |
2.800 |
Low: |
2.570 |
Previous Close: |
2.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+216.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.300 |
2.040 |
1M High / 1M Low: |
3.300 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |