BNP Paribas Call 150 A 21.06.2024
/ DE000PC1LW56
BNP Paribas Call 150 A 21.06.2024/ DE000PC1LW56 /
2024-05-24 9:17:36 AM |
Chg.-0.140 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-20.59% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
150.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC1LW5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
25.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.06 |
Time value: |
0.49 |
Break-even: |
143.79 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.55 |
Theta: |
-0.10 |
Omega: |
13.88 |
Rho: |
0.05 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.50% |
1 Month |
|
|
+157.14% |
3 Months |
|
|
+54.29% |
YTD |
|
|
-30.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.540 |
1M High / 1M Low: |
0.820 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-08 |
0.920 |
Low (YTD): |
2024-04-19 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.476 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |