BNP Paribas Call 130 BSI 21.06.2024
/ DE000PC313C3
BNP Paribas Call 130 BSI 21.06.20.../ DE000PC313C3 /
| 2024-06-13 11:21:09 AM |
Chg.+0.020 |
Bid11:31:32 AM |
Ask11:31:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+0.67% |
2.990
Bid Size: 1,567 |
3.070
Ask Size: 1,567 |
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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.42 |
| Parity: |
2.88 |
| Time value: |
0.23 |
| Break-even: |
161.10 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.16 |
| Spread %: |
5.42% |
| Delta: |
0.87 |
| Theta: |
-0.42 |
| Omega: |
4.44 |
| Rho: |
0.02 |
Quote data
| Open: |
2.930 |
| High: |
3.090 |
| Low: |
2.930 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.64% |
| 1 Month |
|
|
+214.74% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
1.440 |
| 1M High / 1M Low: |
2.970 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
