BNP Paribas Call 15 1U1 20.09.2024
/ DE000PC1LRQ3
BNP Paribas Call 15 1U1 20.09.202.../ DE000PC1LRQ3 /
| 2024-06-24 11:11:49 AM |
Chg.-0.010 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 50,000 |
0.200
Ask Size: 50,000 |
1+1 AG INH O.N. |
15.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LRQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
0.10 |
| Time value: |
0.11 |
| Break-even: |
17.10 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
-20.83% |
| YTD |
|
|
-59.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.200 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
0.570 |
0.200 |
| High (YTD): |
2024-01-24 |
0.570 |
| Low (YTD): |
2024-06-21 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.44% |
| Volatility 6M: |
|
92.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
