BNP Paribas Call 140 BSI 21.06.2024
/ DE000PC313D1
BNP Paribas Call 140 BSI 21.06.20.../ DE000PC313D1 /
| 2024-06-13 9:21:08 AM |
Chg.+0.110 |
Bid10:14:27 AM |
Ask10:14:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+5.53% |
2.010
Bid Size: 1,589 |
2.090
Ask Size: 1,589 |
BE SEMICON.INDSINH.E... |
140.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC313D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.42 |
| Parity: |
1.88 |
| Time value: |
0.24 |
| Break-even: |
161.20 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.16 |
| Spread %: |
8.16% |
| Delta: |
0.83 |
| Theta: |
-0.38 |
| Omega: |
6.20 |
| Rho: |
0.02 |
Quote data
| Open: |
1.940 |
| High: |
2.100 |
| Low: |
1.940 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+208.82% |
| 1 Month |
|
|
+303.85% |
| 3 Months |
|
|
+39.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
0.680 |
| 1M High / 1M Low: |
1.990 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
