BNP Paribas Call 150 GE 21.06.2024
/ DE000PC8HH47
BNP Paribas Call 150 GE 21.06.202.../ DE000PC8HH47 /
| 2024-05-30 9:50:33 PM |
Chg.-0.100 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-6.99% |
1.420
Bid Size: 5,500 |
1.430
Ask Size: 5,500 |
GE Aerospace |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC8HH4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.48 |
| Break-even: |
156.27 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.38 |
| Spread %: |
27.94% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
6.37 |
| Rho: |
0.06 |
Quote data
| Open: |
1.270 |
| High: |
1.460 |
| Low: |
1.270 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
-7.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.430 |
| 1M High / 1M Low: |
2.000 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.466 |
| Avg. volume 1M: |
|
728.571 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
