BNP Paribas Call 105 ORC 21.06.2024
/ DE000PC0LWZ6
BNP Paribas Call 105 ORC 21.06.20.../ DE000PC0LWZ6 /
| 05/06/2024 09:03:57 |
Chg.+0.11 |
Bid16:32:42 |
Ask16:32:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+7.91% |
1.60
Bid Size: 38,000 |
-
Ask Size: - |
ORACLE CORP. D... |
105.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PC0LWZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/03/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.53 |
| Time value: |
0.95 |
| Break-even: |
119.80 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
5.53 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.63 |
| Theta: |
-0.37 |
| Omega: |
4.67 |
| Rho: |
0.02 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.58% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+14.50% |
| YTD |
|
|
+61.29% |
| 1 Year |
|
|
+1.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.25 |
| 1M High / 1M Low: |
1.92 |
1.24 |
| 6M High / 6M Low: |
2.49 |
0.64 |
| High (YTD): |
21/03/2024 |
2.49 |
| Low (YTD): |
05/01/2024 |
0.72 |
| 52W High: |
15/06/2023 |
2.84 |
| 52W Low: |
14/12/2023 |
0.64 |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
24 |
| Avg. price 1Y: |
|
1.61 |
| Avg. volume 1Y: |
|
11.72 |
| Volatility 1M: |
|
174.22% |
| Volatility 6M: |
|
195.04% |
| Volatility 1Y: |
|
165.34% |
| Volatility 3Y: |
|
- |
