BNP Paribas Call 11.5 SZU 21.06.2024
/ DE000PC61U84
BNP Paribas Call 11.5 SZU 21.06.2.../ DE000PC61U84 /
| 30/05/2024 09:20:42 |
Chg.-0.060 |
Bid09:42:04 |
Ask09:42:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-2.62% |
2.280
Bid Size: 2,000 |
2.320
Ask Size: 2,000 |
SUEDZUCKER AG O.N. |
11.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PC61U8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.21 |
| Parity: |
2.27 |
| Time value: |
0.13 |
| Break-even: |
13.90 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
2.13% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.01 |
Quote data
| Open: |
2.260 |
| High: |
2.260 |
| Low: |
2.230 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.46% |
| 1 Month |
|
|
+8.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.290 |
| 1M High / 1M Low: |
2.630 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
