BNP Paribas Call 66 HEN3 17.05.2024
/ DE000PC38SB9
BNP Paribas Call 66 HEN3 17.05.20.../ DE000PC38SB9 /
| 2024-05-03 8:16:30 AM |
Chg.-0.020 |
Bid2:03:42 PM |
Ask2:03:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-2.35% |
1.240
Bid Size: 25,500 |
1.280
Ask Size: 25,500 |
HENKEL AG+CO.KGAA VZ... |
66.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
PC38SB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.14 |
| Parity: |
0.80 |
| Time value: |
0.07 |
| Break-even: |
74.70 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
7.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.06% |
| 1 Month |
|
|
-13.54% |
| 3 Months |
|
|
+29.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
0.960 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.763 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
