BNP Paribas Call 115 ORC 21.06.2024
/ DE000PC0LW32
BNP Paribas Call 115 ORC 21.06.20.../ DE000PC0LW32 /
| 2024-06-18 9:05:35 AM |
Chg.+0.30 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
+13.70% |
-
Bid Size: - |
-
Ask Size: - |
ORACLE CORP. D... |
115.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC0LW3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
3.30 |
| Historic volatility: |
0.31 |
| Parity: |
1.66 |
| Time value: |
0.78 |
| Break-even: |
139.40 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.81% |
| Delta: |
0.73 |
| Theta: |
-2.19 |
| Omega: |
3.92 |
| Rho: |
0.01 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.14% |
| 1 Month |
|
|
+170.65% |
| 3 Months |
|
|
+63.82% |
| YTD |
|
|
+378.85% |
| 1 Year |
|
|
+18.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.09 |
| 1M High / 1M Low: |
2.49 |
0.58 |
| 6M High / 6M Low: |
2.49 |
0.37 |
| High (YTD): |
2024-06-18 |
2.49 |
| Low (YTD): |
2024-01-05 |
0.37 |
| 52W High: |
2024-06-18 |
2.49 |
| 52W Low: |
2023-12-14 |
0.34 |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
395.56% |
| Volatility 6M: |
|
272.14% |
| Volatility 1Y: |
|
229.20% |
| Volatility 3Y: |
|
- |
