BNP Paribas Call 110 JBL 21.06.2024
/ DE000PC84SB3
BNP Paribas Call 110 JBL 21.06.20.../ DE000PC84SB3 /
2024-06-04 3:36:33 PM |
Chg.-0.21 |
Bid7:18:20 PM |
Ask7:18:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.86EUR |
-19.63% |
0.76 Bid Size: 6,000 |
0.78 Ask Size: 6,000 |
Jabil Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC84SB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Jabil Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.64 |
Historic volatility: |
0.36 |
Parity: |
0.66 |
Time value: |
0.32 |
Break-even: |
110.65 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.02 |
Spread %: |
2.08% |
Delta: |
0.71 |
Theta: |
-0.16 |
Omega: |
7.73 |
Rho: |
0.03 |
Quote data
Open: |
0.93 |
High: |
0.93 |
Low: |
0.86 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.82% |
1 Month |
|
|
-10.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.92 |
1M High / 1M Low: |
1.21 |
0.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |