BNP Paribas Call 95 ORC 21.06.2024
/ DE000PC0LWV5
BNP Paribas Call 95 ORC 21.06.202.../ DE000PC0LWV5 /
| 2024-05-15 10:21:23 AM |
Chg.+0.43 |
Bid9:19:05 PM |
Ask9:19:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+20.77% |
2.51
Bid Size: 36,000 |
-
Ask Size: - |
ORACLE CORP. D... |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC0LWV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.30 |
| Parity: |
1.68 |
| Time value: |
0.79 |
| Break-even: |
119.70 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.74 |
| Theta: |
-0.18 |
| Omega: |
3.35 |
| Rho: |
0.06 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.11% |
| 1 Month |
|
|
-4.58% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
+64.47% |
| 1 Year |
|
|
+87.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
2.07 |
| 1M High / 1M Low: |
2.62 |
1.96 |
| 6M High / 6M Low: |
3.35 |
1.12 |
| High (YTD): |
2024-03-21 |
3.35 |
| Low (YTD): |
2024-01-05 |
1.25 |
| 52W High: |
2023-06-15 |
3.54 |
| 52W Low: |
2023-12-14 |
1.12 |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.68% |
| Volatility 6M: |
|
140.93% |
| Volatility 1Y: |
|
129.18% |
| Volatility 3Y: |
|
- |
