BNP Paribas Call 180 AIL 20.06.2025
/ DE000PC1JNL7
BNP Paribas Call 180 AIL 20.06.20.../ DE000PC1JNL7 /
2024-05-28 9:20:30 PM |
Chg.-0.150 |
Bid8:00:40 AM |
Ask8:00:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-7.50% |
1.820 Bid Size: 4,200 |
1.920 Ask Size: 4,200 |
AIR LIQUIDE INH. EO ... |
180.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
PC1JNL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR LIQUIDE INH. EO 5,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.37 |
Time value: |
1.74 |
Break-even: |
201.10 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
4.98% |
Delta: |
0.65 |
Theta: |
-0.03 |
Omega: |
5.68 |
Rho: |
1.05 |
Quote data
Open: |
2.000 |
High: |
2.000 |
Low: |
1.820 |
Previous Close: |
2.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.54% |
1 Month |
|
|
-4.64% |
3 Months |
|
|
-20.60% |
YTD |
|
|
+12.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
1.790 |
1M High / 1M Low: |
2.110 |
1.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-15 |
2.870 |
Low (YTD): |
2024-02-05 |
1.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.929 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |