BNP Paribas Call 42 UNVB 21.06.2024
/ DE000PC1LDM2
BNP Paribas Call 42 UNVB 21.06.20.../ DE000PC1LDM2 /
| 2024-05-07 5:20:56 PM |
Chg.+0.100 |
Bid6:05:33 PM |
Ask6:05:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+16.13% |
0.700
Bid Size: 4,286 |
0.740
Ask Size: 4,055 |
UNILEVER PLC LS-,0... |
42.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC1LDM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
0.60 |
| Time value: |
0.07 |
| Break-even: |
48.70 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.18 |
| Rho: |
0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.720 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+111.76% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.620 |
| 1M High / 1M Low: |
0.670 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.670 |
| Low (YTD): |
2024-04-17 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
