BNP Paribas Call 130 A 21.06.2024
/ DE000PC1LW31
BNP Paribas Call 130 A 21.06.2024/ DE000PC1LW31 /
| 24/05/2024 21:50:35 |
Chg.-0.030 |
Bid21:59:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-1.51% |
2.000
Bid Size: 3,700 |
-
Ask Size: - |
Agilent Technologies |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PC1LW3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.90 |
| Time value: |
0.06 |
| Break-even: |
139.45 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.04 |
| Spread %: |
-2.00% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
6.79 |
| Rho: |
0.08 |
Quote data
| Open: |
1.990 |
| High: |
2.010 |
| Low: |
1.900 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.30% |
| 1 Month |
|
|
+73.45% |
| 3 Months |
|
|
+81.48% |
| YTD |
|
|
+12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.960 |
| 1M High / 1M Low: |
2.370 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/05/2024 |
2.370 |
| Low (YTD): |
19/04/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
