BNP Paribas Call 10 FTE 21.06.2024
/ DE000PC6MX26
BNP Paribas Call 10 FTE 21.06.202.../ DE000PC6MX26 /
| 2024-05-30 12:21:02 PM |
Chg.-0.040 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-6.06% |
0.620
Bid Size: 8,000 |
0.640
Ask Size: 8,000 |
ORANGE INH. ... |
10.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC6MX2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.13 |
| Parity: |
0.60 |
| Time value: |
0.16 |
| Break-even: |
10.75 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
10.29% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.630 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
