BNP Paribas Call 31 CRIN 20.06.2024
/ DE000PC8G4H1
BNP Paribas Call 31 CRIN 20.06.20.../ DE000PC8G4H1 /
| 2024-06-03 4:21:08 PM |
Chg.+0.290 |
Bid4:55:06 PM |
Ask4:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.910EUR |
+5.16% |
5.910
Bid Size: 11,000 |
5.950
Ask Size: 11,000 |
UNICREDIT |
31.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
PC8G4H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.25 |
| Parity: |
5.39 |
| Time value: |
0.59 |
| Break-even: |
36.97 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.22 |
| Spread %: |
3.83% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
5.17 |
| Rho: |
0.01 |
Quote data
| Open: |
5.870 |
| High: |
6.150 |
| Low: |
5.870 |
| Previous Close: |
5.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+49.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
5.250 |
| 1M High / 1M Low: |
5.810 |
3.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
