BNP Paribas Call 105 ORC 21.06.2024
/ DE000PC0LWZ6
BNP Paribas Call 105 ORC 21.06.20.../ DE000PC0LWZ6 /
| 6/4/2024 9:03:41 AM |
Chg.+0.13 |
Bid12:52:01 PM |
Ask12:52:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+10.32% |
1.35
Bid Size: 20,000 |
1.36
Ask Size: 20,000 |
ORACLE CORP. D... |
105.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/31/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.29 |
| Parity: |
0.44 |
| Time value: |
0.98 |
| Break-even: |
119.20 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
5.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.61 |
| Theta: |
-0.35 |
| Omega: |
4.73 |
| Rho: |
0.02 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.91% |
| 1 Month |
|
|
+11.20% |
| 3 Months |
|
|
+6.92% |
| YTD |
|
|
+49.46% |
| 1 Year |
|
|
-4.79% |
| 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): |
3/21/2024 |
2.49 |
| Low (YTD): |
1/5/2024 |
0.72 |
| 52W High: |
6/15/2023 |
2.84 |
| 52W Low: |
12/14/2023 |
0.64 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
24 |
| Avg. price 1Y: |
|
1.62 |
| Avg. volume 1Y: |
|
11.76 |
| Volatility 1M: |
|
175.42% |
| Volatility 6M: |
|
194.66% |
| Volatility 1Y: |
|
165.38% |
| Volatility 3Y: |
|
- |
