BNP Paribas Call 200 RL 20.12.2024
/ DE000PC5FU60
BNP Paribas Call 200 RL 20.12.202.../ DE000PC5FU60 /
| 2024-05-03 9:50:26 PM |
Chg.+0.030 |
Bid9:54:37 PM |
Ask9:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.810
Bid Size: 3,704 |
0.830
Ask Size: 3,615 |
Ralph Lauren Corpora... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5FU6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-3.10 |
| Time value: |
0.83 |
| Break-even: |
194.15 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
6.25 |
| Rho: |
0.27 |
Quote data
| Open: |
0.800 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.780 |
| 1M High / 1M Low: |
1.140 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
