BNP Paribas Call 172 IBM 21.06.2024
/ DE000PC25YS8
BNP Paribas Call 172 IBM 21.06.20.../ DE000PC25YS8 /
| 2024-06-05 11:50:41 AM |
Chg.0.000 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 10,000 |
-
Ask Size: - |
International Busine... |
172.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC25YS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.57 |
| Time value: |
0.11 |
| Break-even: |
159.16 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.25 |
| Theta: |
-0.08 |
| Omega: |
34.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
-95.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.090 |
| 1M High / 1M Low: |
0.440 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
