BNP Paribas Call 102 ORC 21.06.2024
/ DE000PC0LWY9
BNP Paribas Call 102 ORC 21.06.20.../ DE000PC0LWY9 /
04/06/2024 09:03:41 |
Chg.+0.13 |
Bid20:56:06 |
Ask20:56:06 |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
+8.61% |
1.71 Bid Size: 38,000 |
- Ask Size: - |
ORACLE CORP. D... |
102.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
31/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.74 |
Implied volatility: |
1.39 |
Historic volatility: |
0.29 |
Parity: |
0.74 |
Time value: |
0.93 |
Break-even: |
118.70 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
4.81 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.65 |
Theta: |
-0.36 |
Omega: |
4.26 |
Rho: |
0.03 |
Quote data
Open: |
1.64 |
High: |
1.64 |
Low: |
1.64 |
Previous Close: |
1.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.61% |
1 Month |
|
|
+10.81% |
3 Months |
|
|
+9.33% |
YTD |
|
|
+50.46% |
1 Year |
|
|
+1.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.49 |
1M High / 1M Low: |
2.19 |
1.47 |
6M High / 6M Low: |
2.74 |
0.77 |
High (YTD): |
21/03/2024 |
2.74 |
Low (YTD): |
05/01/2024 |
0.86 |
52W High: |
15/06/2023 |
3.04 |
52W Low: |
14/12/2023 |
0.77 |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.81 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
156.35% |
Volatility 6M: |
|
177.55% |
Volatility 1Y: |
|
152.61% |
Volatility 3Y: |
|
- |