BNP Paribas Call 105 ORC 21.06.2024
/ DE000PC0LWZ6
BNP Paribas Call 105 ORC 21.06.20.../ DE000PC0LWZ6 /
| 29/05/2024 08:59:56 |
Chg.+0.04 |
Bid13:25:42 |
Ask13:25:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
+2.25% |
1.78
Bid Size: 18,000 |
-
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: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.29 |
| Parity: |
0.97 |
| Time value: |
0.89 |
| Break-even: |
123.60 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
2.26 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.53% |
| Delta: |
0.68 |
| Theta: |
-0.27 |
| Omega: |
4.16 |
| Rho: |
0.04 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
+29.08% |
| 3 Months |
|
|
+56.90% |
| YTD |
|
|
+95.70% |
| 1 Year |
|
|
+34.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.76 |
| 1M High / 1M Low: |
1.92 |
1.17 |
| 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: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
24.19 |
| Avg. price 1Y: |
|
1.61 |
| Avg. volume 1Y: |
|
11.72 |
| Volatility 1M: |
|
154.11% |
| Volatility 6M: |
|
192.63% |
| Volatility 1Y: |
|
163.21% |
| Volatility 3Y: |
|
- |
