BNP Paribas Call 11 F 21.06.2024
/ DE000PC5C260
BNP Paribas Call 11 F 21.06.2024/ DE000PC5C260 /
| 5/24/2024 9:50:33 PM |
Chg.+0.060 |
Bid9:59:37 PM |
Ask5/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+5.61% |
1.140
Bid Size: 7,000 |
-
Ask Size: - |
Ford Motor Company |
11.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PC5C26 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
1.07 |
| Time value: |
0.08 |
| Break-even: |
11.29 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
8.70 |
| Rho: |
0.01 |
Quote data
| Open: |
1.120 |
| High: |
1.150 |
| Low: |
1.070 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.32% |
| 1 Month |
|
|
-35.43% |
| 3 Months |
|
|
-16.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.030 |
| 1M High / 1M Low: |
1.750 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.298 |
| Avg. volume 1M: |
|
480.100 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
