BNP Paribas Call 130 PHM 21.06.2024
/ DE000PC6MZH2
BNP Paribas Call 130 PHM 21.06.20.../ DE000PC6MZH2 /
| 2024-05-09 8:29:19 AM |
Chg.-0.020 |
Bid5:12:19 PM |
Ask5:12:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-20.00% |
0.100
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
PulteGroup Inc |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC6MZH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
97.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-1.32 |
| Time value: |
0.11 |
| Break-even: |
122.07 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
17.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-69.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.070 |
| 1M High / 1M Low: |
0.260 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
