BNP Paribas Call 850 PLD 21.06.2024
/ DE000PC3PP83
BNP Paribas Call 850 PLD 21.06.20.../ DE000PC3PP83 /
| 2024-05-31 9:20:33 PM |
Chg.-0.350 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-36.08% |
0.670
Bid Size: 7,500 |
1.050
Ask Size: 7,500 |
PALLADIUM (Fixing) |
850.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC3PP8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.33 |
| Parity: |
0.59 |
| Time value: |
0.46 |
| Break-even: |
888.52 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.38 |
| Spread %: |
56.72% |
| Delta: |
0.67 |
| Theta: |
-1.71 |
| Omega: |
5.40 |
| Rho: |
0.25 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.610 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.67% |
| 1 Month |
|
|
-38.61% |
| 3 Months |
|
|
-54.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.620 |
| 1M High / 1M Low: |
1.710 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
