BNP Paribas Call 1200 PGHN 21.06.2024
/ DE000PC1LYN6
BNP Paribas Call 1200 PGHN 21.06..../ DE000PC1LYN6 /
| 23/05/2024 11:21:31 |
Chg.-0.120 |
Bid11:25:12 |
Ask11:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-18.75% |
0.520
Bid Size: 7,000 |
0.560
Ask Size: 7,000 |
PARTNERS GROUP N |
1,200.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
PC1LYN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.28 |
| Parity: |
0.53 |
| Time value: |
0.14 |
| Break-even: |
1,277.85 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.77 |
| Theta: |
-0.51 |
| Omega: |
14.61 |
| Rho: |
0.72 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.520 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.35% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
-52.73% |
| YTD |
|
|
-53.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.640 |
| 1M High / 1M Low: |
0.830 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/03/2024 |
1.430 |
| Low (YTD): |
02/05/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
