BNP Paribas Call 120 A 21.06.2024
/ DE000PC1LW23
BNP Paribas Call 120 A 21.06.2024/ DE000PC1LW23 /
2024-05-24 9:50:24 PM |
Chg.-0.030 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.850EUR |
-1.04% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
120.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PC1LW2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-05-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.28 |
Implied volatility: |
2.79 |
Historic volatility: |
0.25 |
Parity: |
0.28 |
Time value: |
2.57 |
Break-even: |
148.50 |
Moneyness: |
1.02 |
Premium: |
0.21 |
Premium p.a.: |
0.00 |
Spread abs.: |
-0.04 |
Spread %: |
-1.38% |
Delta: |
0.63 |
Theta: |
-0.88 |
Omega: |
2.71 |
Rho: |
0.02 |
Quote data
Open: |
2.880 |
High: |
2.900 |
Low: |
2.790 |
Previous Close: |
2.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+36.36% |
3 Months |
|
|
+3.26% |
YTD |
|
|
+18.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.260 |
2.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
3.260 |
Low (YTD): |
2024-04-19 |
1.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.825 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |