BNP Paribas Call 220 CEG 20.09.2024
/ DE000PC7Y609
BNP Paribas Call 220 CEG 20.09.20.../ DE000PC7Y609 /
| 2024-06-04 9:50:41 PM |
Chg.-0.160 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-10.81% |
1.300
Bid Size: 2,308 |
1.320
Ask Size: 2,273 |
Constellation Energy... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC7Y60 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
-1.08 |
| Time value: |
1.54 |
| Break-even: |
217.10 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.48 |
| Theta: |
-0.10 |
| Omega: |
5.95 |
| Rho: |
0.23 |
Quote data
| Open: |
1.410 |
| High: |
1.510 |
| Low: |
1.090 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.29% |
| 1 Month |
|
|
+7.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.710 |
1.480 |
| 1M High / 1M Low: |
2.920 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
