BNP Paribas Call 130 ORCL 21.06.2024
/ DE000PN47RA1
BNP Paribas Call 130 ORCL 21.06.2.../ DE000PN47RA1 /
| 2024-05-15 9:50:34 PM |
Chg.0.000 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.230
Bid Size: 38,500 |
0.240
Ask Size: 38,500 |
Oracle Corp |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN47RA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.84 |
| Time value: |
0.24 |
| Break-even: |
122.62 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.30 |
| Theta: |
-0.07 |
| Omega: |
14.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.75% |
| 1 Month |
|
|
-30.30% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
+21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.110 |
| 1M High / 1M Low: |
0.350 |
0.110 |
| 6M High / 6M Low: |
0.750 |
0.110 |
| High (YTD): |
2024-03-20 |
0.750 |
| Low (YTD): |
2024-05-13 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.16% |
| Volatility 6M: |
|
312.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
