BNP Paribas Call 170 RL 21.06.2024
/ DE000PC21PS5
BNP Paribas Call 170 RL 21.06.202.../ DE000PC21PS5 /
| 14/06/2024 10:19:31 |
Chg.-0.02 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
170.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PC21PS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.90 |
| Time value: |
0.05 |
| Break-even: |
168.31 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.12 |
| Omega: |
15.89 |
| Rho: |
0.02 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.42% |
| 1 Month |
|
|
+102.74% |
| 3 Months |
|
|
-20.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.14 |
| 1M High / 1M Low: |
1.67 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
