BNP Paribas Call 16200 DAX 21.06.2024
/ DE000PC1MKH5
BNP Paribas Call 16200 DAX 21.06..../ DE000PC1MKH5 /
| 6/7/2024 9:50:17 PM |
Chg.0.000 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 39.800EUR |
0.00% |
39.810
Bid Size: 20,000 |
-
Ask Size: - |
DAX |
16,200.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC1MKH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,200.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.79 |
| Intrinsic value: |
23.57 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.11 |
| Parity: |
23.57 |
| Time value: |
16.23 |
| Break-even: |
20,180.00 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
9.52 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.03% |
| Delta: |
0.71 |
| Theta: |
-94.20 |
| Omega: |
3.31 |
| Rho: |
3.27 |
Quote data
| Open: |
39.790 |
| High: |
39.820 |
| Low: |
39.760 |
| Previous Close: |
39.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
+1.56% |
| 3 Months |
|
|
+14.73% |
| YTD |
|
|
+84.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
39.800 |
39.680 |
| 1M High / 1M Low: |
39.800 |
39.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
6/7/2024 |
39.800 |
| Low (YTD): |
1/17/2024 |
15.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
39.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
39.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
