BNP Paribas Call 12 SZU 21.06.2024
/ DE000PC38JD4
BNP Paribas Call 12 SZU 21.06.202.../ DE000PC38JD4 /
| 2024-05-31 8:17:46 AM |
Chg.-0.04 |
Bid9:23:55 AM |
Ask9:23:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-2.03% |
1.95
Bid Size: 2,000 |
2.03
Ask Size: 2,000 |
SUEDZUCKER AG O.N. |
12.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC38JD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.77 |
| Time value: |
0.08 |
| Break-even: |
13.85 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.78% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
6.85 |
| Rho: |
0.01 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.38% |
| 3 Months |
|
|
+26.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.82 |
| 1M High / 1M Low: |
2.16 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
