BNP Paribas Call 12 F 21.06.2024
/ DE000PC5C278
BNP Paribas Call 12 F 21.06.2024/ DE000PC5C278 /
| 2024-05-23 9:50:46 PM |
Chg.+0.020 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.400
Bid Size: 7,500 |
0.420
Ask Size: 7,143 |
Ford Motor Company |
12.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC5C27 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
0.03 |
| Time value: |
0.35 |
| Break-even: |
11.47 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
15.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.360 |
| High: |
0.450 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.19% |
| 1 Month |
|
|
-68.91% |
| 3 Months |
|
|
-59.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.350 |
| 1M High / 1M Low: |
1.190 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
