BNP Paribas Call 55 K 21.06.2024
/ DE000PC1L302
BNP Paribas Call 55 K 21.06.2024/ DE000PC1L302 /
| 2024-04-29 9:50:25 PM |
Chg.+0.010 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.370
Bid Size: 8,109 |
0.380
Ask Size: 7,895 |
Kellanova Co |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1L30 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.10 |
| Break-even: |
54.87 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
11.67 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+2.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.400 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.500 |
| Low (YTD): |
2024-03-14 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
