BNP Paribas Call 130 BSI 21.06.2024
/ DE000PC313C3
BNP Paribas Call 130 BSI 21.06.20.../ DE000PC313C3 /
| 2024-06-12 5:21:16 PM |
Chg.+0.330 |
Bid5:42:36 PM |
Ask5:42:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
+12.45% |
2.880
Bid Size: 1,042 |
3.040
Ask Size: 987 |
BE SEMICON.INDSINH.E... |
130.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC313C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.42 |
| Parity: |
2.64 |
| Time value: |
0.16 |
| Break-even: |
158.00 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.16 |
| Spread %: |
6.06% |
| Delta: |
0.89 |
| Theta: |
-0.28 |
| Omega: |
4.96 |
| Rho: |
0.03 |
Quote data
| Open: |
2.710 |
| High: |
2.980 |
| Low: |
2.640 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+142.28% |
| 1 Month |
|
|
+175.93% |
| 3 Months |
|
|
+31.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
1.230 |
| 1M High / 1M Low: |
2.650 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
