BNP Paribas Call 60 CCC3 21.06.2024
/ DE000PC0LPN6
BNP Paribas Call 60 CCC3 21.06.20.../ DE000PC0LPN6 /
2024-06-07 9:06:04 AM |
Chg.+0.030 |
Bid4:15:51 PM |
Ask4:15:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+8.11% |
0.390 Bid Size: 100,000 |
- Ask Size: - |
COCA-COLA CO. D... |
60.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PC0LPN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COCA-COLA CO. DL-,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.95 |
Historic volatility: |
0.12 |
Parity: |
-0.11 |
Time value: |
0.39 |
Break-even: |
63.90 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
7.38 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.50 |
Theta: |
-0.16 |
Omega: |
7.55 |
Rho: |
0.01 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+48.15% |
3 Months |
|
|
+150.00% |
YTD |
|
|
+81.82% |
1 Year |
|
|
-14.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.200 |
1M High / 1M Low: |
0.370 |
0.160 |
6M High / 6M Low: |
0.370 |
0.073 |
High (YTD): |
2024-06-06 |
0.370 |
Low (YTD): |
2024-04-17 |
0.073 |
52W High: |
2023-07-26 |
0.580 |
52W Low: |
2024-04-17 |
0.073 |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.228 |
Avg. volume 6M: |
|
1,488 |
Avg. price 1Y: |
|
0.281 |
Avg. volume 1Y: |
|
726.563 |
Volatility 1M: |
|
243.83% |
Volatility 6M: |
|
237.69% |
Volatility 1Y: |
|
187.91% |
Volatility 3Y: |
|
- |