BNP Paribas Call 11.5 SZU 21.06.2024
/ DE000PC61U84
BNP Paribas Call 11.5 SZU 21.06.2.../ DE000PC61U84 /
| 2024-05-28 6:12:16 PM |
Chg.-0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-4.53% |
-
Bid Size: - |
-
Ask Size: - |
SUEDZUCKER AG O.N. |
11.50 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
2.35 |
| Time value: |
0.14 |
| Break-even: |
13.99 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.05% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.00 |
| Rho: |
0.01 |
Quote data
| Open: |
2.49 |
| High: |
2.52 |
| Low: |
2.27 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.79% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.35 |
| 1M High / 1M Low: |
2.65 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
