BNP Paribas Call 110 PHM 21.06.2024
/ DE000PC3XPK1
BNP Paribas Call 110 PHM 21.06.20.../ DE000PC3XPK1 /
| 2024-05-08 9:50:24 PM |
Chg.-0.120 |
Bid9:55:07 PM |
Ask9:55:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
PulteGroup Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC3XPK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.65 |
| Time value: |
0.28 |
| Break-even: |
111.63 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
8.50 |
| Rho: |
0.08 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.790 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
-18.45% |
| 3 Months |
|
|
+52.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.730 |
| 1M High / 1M Low: |
1.030 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
