BNP Paribas Call 25 SLV 10.05.2024
/ DE000PC6S1Y0
BNP Paribas Call 25 SLV 10.05.202.../ DE000PC6S1Y0 /
| 2024-05-06 3:21:00 PM |
Chg.+0.740 |
Bid4:00:36 PM |
Ask4:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+52.86% |
2.170
Bid Size: 100,000 |
2.190
Ask Size: 100,000 |
SILBER (Fixing) |
25.00 USD |
2024-05-10 |
Call |
Master data
| WKN: |
PC6S1Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SILBER (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2024-05-10 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-05-09 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
1.45 |
| Time value: |
0.05 |
| Break-even: |
24.74 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
4.17% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
15.09 |
| Rho: |
0.00 |
Quote data
| Open: |
1.850 |
| High: |
2.140 |
| Low: |
1.850 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.39% |
| 1 Month |
|
|
-11.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.370 |
| 1M High / 1M Low: |
3.720 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.623 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
