BNP Paribas Call 95 ORC 21.06.2024
/ DE000PC0LWV5
BNP Paribas Call 95 ORC 21.06.202.../ DE000PC0LWV5 /
| 2024-05-22 9:09:32 AM |
Chg.+0.02 |
Bid5:10:27 PM |
Ask5:10:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.77EUR |
+0.73% |
2.75
Bid Size: 35,000 |
-
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: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.29 |
| Parity: |
1.98 |
| Time value: |
0.80 |
| Break-even: |
122.80 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.23 |
| Omega: |
3.13 |
| Rho: |
0.05 |
Quote data
| Open: |
2.77 |
| High: |
2.77 |
| Low: |
2.77 |
| Previous Close: |
2.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.80% |
| 1 Month |
|
|
+34.47% |
| 3 Months |
|
|
+64.88% |
| YTD |
|
|
+82.24% |
| 1 Year |
|
|
+66.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.50 |
| 1M High / 1M Low: |
2.75 |
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: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.79% |
| Volatility 6M: |
|
143.73% |
| Volatility 1Y: |
|
130.28% |
| Volatility 3Y: |
|
- |
