BNP Paribas Call 160 GE 21.06.2024
/ DE000PC8HH39
BNP Paribas Call 160 GE 21.06.202.../ DE000PC8HH39 /
| 2024-05-30 11:21:20 AM |
Chg.-0.060 |
Bid11:32:06 AM |
Ask11:32:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-8.82% |
0.590
Bid Size: 8,000 |
0.600
Ask Size: 8,000 |
GE Aerospace |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC8HH3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
23.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.33 |
| Time value: |
0.31 |
| Break-even: |
154.53 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
15.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.620 |
| Low: |
0.550 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.89% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.680 |
| 1M High / 1M Low: |
1.210 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
