BNP Paribas Call 150 AIL 20.06.2025
/ DE000PC1JNH5
BNP Paribas Call 150 AIL 20.06.20.../ DE000PC1JNH5 /
2024-06-03 9:20:17 PM |
Chg.+0.120 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.110EUR |
+3.01% |
4.130 Bid Size: 3,000 |
4.240 Ask Size: 3,000 |
AIR LIQUIDE INH. EO ... |
150.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
PC1JNH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR LIQUIDE INH. EO 5,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.76 |
Intrinsic value: |
3.05 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
3.05 |
Time value: |
1.09 |
Break-even: |
191.40 |
Moneyness: |
1.20 |
Premium: |
0.06 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.11 |
Spread %: |
2.73% |
Delta: |
0.83 |
Theta: |
-0.03 |
Omega: |
3.62 |
Rho: |
1.13 |
Quote data
Open: |
4.150 |
High: |
4.190 |
Low: |
4.060 |
Previous Close: |
3.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.42% |
1 Month |
|
|
+9.02% |
3 Months |
|
|
-7.43% |
YTD |
|
|
+14.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.300 |
3.900 |
1M High / 1M Low: |
4.410 |
3.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-15 |
5.200 |
Low (YTD): |
2024-02-13 |
2.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |