BNP Paribas Call 102 ORC 21.06.2024
/ DE000PC0LWY9
BNP Paribas Call 102 ORC 21.06.20.../ DE000PC0LWY9 /
| 2024-05-15 9:06:14 AM |
Chg.+0.49 |
Bid7:53:37 PM |
Ask7:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
+33.33% |
1.88
Bid Size: 37,000 |
-
Ask Size: - |
ORACLE CORP. D... |
102.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC0LWY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.30 |
| Parity: |
0.98 |
| Time value: |
0.88 |
| Break-even: |
120.60 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.68 |
| Theta: |
-0.17 |
| Omega: |
4.08 |
| Rho: |
0.06 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.25% |
| 1 Month |
|
|
-2.97% |
| 3 Months |
|
|
+23.27% |
| YTD |
|
|
+79.82% |
| 1 Year |
|
|
+96.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.47 |
| 1M High / 1M Low: |
2.02 |
1.39 |
| 6M High / 6M Low: |
2.74 |
0.77 |
| High (YTD): |
2024-03-21 |
2.74 |
| Low (YTD): |
2024-01-05 |
0.86 |
| 52W High: |
2023-06-15 |
3.04 |
| 52W Low: |
2023-12-14 |
0.77 |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.21% |
| Volatility 6M: |
|
169.52% |
| Volatility 1Y: |
|
150.82% |
| Volatility 3Y: |
|
- |
