BNP Paribas Call 152 DELL 21.06.2024
/ DE000PC7RX87
BNP Paribas Call 152 DELL 21.06.2.../ DE000PC7RX87 /
| 2024-06-03 11:21:17 AM |
Chg.-0.070 |
Bid11:27:11 AM |
Ask11:27:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-25.93% |
0.200
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
Dell Technologies In... |
152.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC7RX8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dell Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.50 |
| Parity: |
-1.15 |
| Time value: |
0.27 |
| Break-even: |
142.76 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
7.32 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.28 |
| Theta: |
-0.16 |
| Omega: |
13.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.200 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.83% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
0.270 |
| 1M High / 1M Low: |
2.800 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.778 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
238.095 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
736.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
