BNP Paribas Call 20 VBK 21.06.2024
/ DE000PC38VV1
BNP Paribas Call 20 VBK 21.06.202.../ DE000PC38VV1 /
| 2024-05-23 3:21:04 PM |
Chg.0.000 |
Bid3:41:22 PM |
Ask3:41:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
0.00% |
0.160
Bid Size: 25,900 |
0.180
Ask Size: 25,900 |
VERBIO SE INH O.N. |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC38VV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.53 |
| Parity: |
0.10 |
| Time value: |
0.09 |
| Break-even: |
21.90 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
7.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.62% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.170 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
