BNP Paribas Call 220 SND 21.06.2024
/ DE000PC5CSB3
BNP Paribas Call 220 SND 21.06.20.../ DE000PC5CSB3 /
| 2024-06-10 8:16:17 AM |
Chg.-0.18 |
Bid12:07:00 PM |
Ask12:07:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.85EUR |
-17.48% |
0.70
Bid Size: 16,000 |
0.72
Ask Size: 16,000 |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CSB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.69 |
| Time value: |
0.34 |
| Break-even: |
230.20 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.13 |
| Spread %: |
14.61% |
| Delta: |
0.69 |
| Theta: |
-0.26 |
| Omega: |
15.42 |
| Rho: |
0.04 |
Quote data
| Open: |
0.85 |
| High: |
0.85 |
| Low: |
0.85 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
+28.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.77 |
| 1M High / 1M Low: |
1.88 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
