BNP Paribas Call 102 ORC 21.06.2024
/ DE000PC0LWY9
BNP Paribas Call 102 ORC 21.06.20.../ DE000PC0LWY9 /
| 6/19/2024 9:04:57 AM |
Chg.+0.34 |
Bid12:16:01 PM |
Ask12:16:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
+9.19% |
4.00
Bid Size: 14,500 |
-
Ask Size: - |
ORACLE CORP. D... |
102.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC0LWY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
3/31/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
5.56 |
| Historic volatility: |
0.31 |
| Parity: |
3.27 |
| Time value: |
0.71 |
| Break-even: |
141.80 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.81 |
| Theta: |
-3.75 |
| Omega: |
2.74 |
| Rho: |
0.00 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
3.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.42% |
| 1 Month |
|
|
+108.25% |
| 3 Months |
|
|
+59.68% |
| YTD |
|
|
+270.64% |
| 1 Year |
|
|
+39.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.30 |
| 1M High / 1M Low: |
3.70 |
1.49 |
| 6M High / 6M Low: |
3.70 |
0.86 |
| High (YTD): |
6/18/2024 |
3.70 |
| Low (YTD): |
1/5/2024 |
0.86 |
| 52W High: |
6/18/2024 |
3.70 |
| 52W Low: |
12/14/2023 |
0.77 |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
219.99% |
| Volatility 6M: |
|
174.28% |
| Volatility 1Y: |
|
158.55% |
| Volatility 3Y: |
|
- |
