BNP Paribas Call 12 SZU 21.06.2024
/ DE000PC38JD4
BNP Paribas Call 12 SZU 21.06.202.../ DE000PC38JD4 /
| 2024-06-03 4:11:53 PM |
Chg.+0.06 |
Bid4:19:59 PM |
Ask4:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+2.91% |
2.07
Bid Size: 2,000 |
2.15
Ask Size: 2,000 |
SUEDZUCKER AG O.N. |
12.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC38JD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
2.08 |
| Time value: |
0.15 |
| Break-even: |
14.23 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
4.21% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.56 |
| Rho: |
0.01 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.01 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.28% |
| 1 Month |
|
|
+32.50% |
| 3 Months |
|
|
+40.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.82 |
| 1M High / 1M Low: |
2.16 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
