BNP Paribas Call 150 BSI 21.06.2024
/ DE000PC313E9
BNP Paribas Call 150 BSI 21.06.20.../ DE000PC313E9 /
| 2024-06-12 10:06:29 AM |
Chg.+0.090 |
Bid7:37:53 PM |
Ask7:37:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+12.50% |
1.040
Bid Size: 2,885 |
1.200
Ask Size: 2,500 |
BE SEMICON.INDSINH.E... |
150.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC313E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.42 |
| Parity: |
0.64 |
| Time value: |
0.29 |
| Break-even: |
159.30 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.12 |
| Spread %: |
14.81% |
| Delta: |
0.70 |
| Theta: |
-0.28 |
| Omega: |
11.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.790 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+523.08% |
| 1 Month |
|
|
+189.29% |
| 3 Months |
|
|
-7.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.130 |
| 1M High / 1M Low: |
0.720 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
676.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
