BNP Paribas Call 1000 1YD 21.06.2024
/ DE000PC2A4E0
BNP Paribas Call 1000 1YD 21.06.2.../ DE000PC2A4E0 /
| 2024-04-16 9:50:31 PM |
Chg.+0.190 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
+6.13% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
1,000.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC2A4E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-04-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.33 |
| Parity: |
1.88 |
| Time value: |
1.38 |
| Break-even: |
1,326.00 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-2.13 |
| Omega: |
2.65 |
| Rho: |
0.71 |
Quote data
| Open: |
3.110 |
| High: |
3.290 |
| Low: |
3.040 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+27.03% |
| YTD |
|
|
+95.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.720 |
3.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
3.890 |
| Low (YTD): |
2024-01-05 |
1.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
