BNP Paribas Call 15 VBK 21.06.2024
/ DE000PC6NF01
BNP Paribas Call 15 VBK 21.06.202.../ DE000PC6NF01 /
| 2024-06-05 9:20:21 PM |
Chg.+0.040 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+6.45% |
0.660
Bid Size: 4,546 |
0.740
Ask Size: 4,055 |
VERBIO SE INH O.N. |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NF0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.54 |
| Parity: |
0.62 |
| Time value: |
0.09 |
| Break-even: |
22.10 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.08 |
| Spread %: |
12.70% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
2.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.620 |
| 1M High / 1M Low: |
0.790 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
