BNP Paribas Call 140 A 21.06.2024
/ DE000PC1LW49
BNP Paribas Call 140 A 21.06.2024/ DE000PC1LW49 /
2024-05-23 6:50:31 PM |
Chg.-0.090 |
Bid6:52:04 PM |
Ask6:52:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
-6.62% |
1.260 Bid Size: 5,000 |
1.270 Ask Size: 5,000 |
Agilent Technologies |
140.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC1LW4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
1.19 |
Time value: |
0.17 |
Break-even: |
142.93 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.74% |
Delta: |
0.83 |
Theta: |
-0.07 |
Omega: |
8.64 |
Rho: |
0.08 |
Quote data
Open: |
1.360 |
High: |
1.370 |
Low: |
1.210 |
Previous Close: |
1.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.33% |
1 Month |
|
|
+86.76% |
3 Months |
|
|
+92.42% |
YTD |
|
|
+5.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
1.360 |
1M High / 1M Low: |
1.530 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-17 |
1.530 |
Low (YTD): |
2024-04-19 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.949 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |