BNP Paribas Call 220 CEG 21.06.2024
/ DE000PC7Y6Z7
BNP Paribas Call 220 CEG 21.06.20.../ DE000PC7Y6Z7 /
| 2024-05-28 11:41:34 AM |
Chg.- |
Bid10:39:32 AM |
Ask10:39:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
1.12
Bid Size: 2,679 |
1.17
Ask Size: 2,565 |
Constellation Energy... |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC7Y6Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
1.04 |
| Time value: |
0.43 |
| Break-even: |
217.44 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.72 |
| Theta: |
-0.17 |
| Omega: |
10.43 |
| Rho: |
0.09 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.83% |
| 1 Month |
|
|
+302.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
0.86 |
| 1M High / 1M Low: |
1.81 |
0.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
