BNP Paribas Call 95 EW 21.06.2024
/ DE000PC5C2U5
BNP Paribas Call 95 EW 21.06.2024/ DE000PC5C2U5 /
2024-05-22 8:33:14 AM |
Chg.+0.006 |
Bid8:48:26 AM |
Ask8:48:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
+8.33% |
0.076 Bid Size: 10,000 |
0.130 Ask Size: 10,000 |
Edwards Lifesciences... |
95.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC5C2U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Edwards Lifesciences Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
92.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.26 |
Parity: |
-0.48 |
Time value: |
0.09 |
Break-even: |
88.36 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.01 |
Spread %: |
12.66% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
23.23 |
Rho: |
0.02 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.072 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+95.00% |
1 Month |
|
|
-54.12% |
3 Months |
|
|
-74.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.040 |
1M High / 1M Low: |
0.210 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
899.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |