BNP Paribas Call 6 HSBA 20.09.2024
/ DE000PC3G6G3
BNP Paribas Call 6 HSBA 20.09.202.../ DE000PC3G6G3 /
2024-04-30 5:21:00 PM |
Chg.+0.260 |
Bid5:25:14 PM |
Ask5:25:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+26.53% |
1.240 Bid Size: 2,420 |
1.260 Ask Size: 2,381 |
HSBC Holdings PLC OR... |
6.00 GBP |
2024-09-20 |
Call |
Master data
WKN: |
PC3G6G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-18 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.89 |
Time value: |
0.37 |
Break-even: |
8.29 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.61% |
Delta: |
0.76 |
Theta: |
0.00 |
Omega: |
4.81 |
Rho: |
0.02 |
Quote data
Open: |
1.140 |
High: |
1.300 |
Low: |
1.140 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+113.79% |
3 Months |
|
|
+163.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.920 |
1M High / 1M Low: |
1.240 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |