BNP Paribas Call 16 INN1 21.06.2024
/ DE000PC7ZXT2
BNP Paribas Call 16 INN1 21.06.20.../ DE000PC7ZXT2 /
| 2024-05-22 2:20:53 PM |
Chg.-0.070 |
Bid2:46:48 PM |
Ask2:46:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-8.64% |
0.770
Bid Size: 20,000 |
0.810
Ask Size: 20,000 |
ING GROEP NV EO... |
16.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC7ZXT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.56 |
| Time value: |
0.38 |
| Break-even: |
16.94 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.12 |
| Spread %: |
14.63% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
11.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.740 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.82% |
| 1 Month |
|
|
+221.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.570 |
| 1M High / 1M Low: |
0.810 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
