BNP Paribas Call 220 SND 21.06.2024
/ DE000PC5CSB3
BNP Paribas Call 220 SND 21.06.20.../ DE000PC5CSB3 /
| 2024-05-29 8:16:09 AM |
Chg.-0.27 |
Bid9:23:09 AM |
Ask9:23:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-15.61% |
1.41
Bid Size: 12,000 |
1.43
Ask Size: 12,000 |
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: |
12.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
1.77 |
| Time value: |
0.16 |
| Break-even: |
239.20 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
7.87% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
10.90 |
| Rho: |
0.12 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.18% |
| 1 Month |
|
|
+97.30% |
| 3 Months |
|
|
+170.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.29 |
| 1M High / 1M Low: |
1.88 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
