BNP Paribas Call 220 CEG 20.09.2024
/ DE000PC7Y609
BNP Paribas Call 220 CEG 20.09.20.../ DE000PC7Y609 /
| 2024-06-05 10:20:09 AM |
Chg.-0.17 |
Bid8:42:03 PM |
Ask8:42:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-11.49% |
1.70
Bid Size: 4,000 |
1.72
Ask Size: 4,000 |
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: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-1.55 |
| Time value: |
1.32 |
| Break-even: |
215.37 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.44 |
| Theta: |
-0.09 |
| Omega: |
6.21 |
| Rho: |
0.20 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.42% |
| 1 Month |
|
|
+29.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
1.48 |
| 1M High / 1M Low: |
3.02 |
1.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
