BNP Paribas Call 16 RAW 21.06.2024
/ DE000PC6M0G5
BNP Paribas Call 16 RAW 21.06.202.../ DE000PC6M0G5 /
| 2024-05-23 5:21:01 PM |
Chg.+0.070 |
Bid5:29:27 PM |
Ask5:29:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+4.96% |
1.460
Bid Size: 6,000 |
1.660
Ask Size: 6,000 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC6M0G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.28 |
| Parity: |
1.02 |
| Time value: |
0.77 |
| Break-even: |
17.79 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.37 |
| Spread %: |
26.06% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.420 |
| High: |
1.540 |
| Low: |
1.370 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
-44.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.410 |
| 1M High / 1M Low: |
2.700 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
