BNP Paribas Call 18 VBK 21.06.2024
/ DE000PC38VT5
BNP Paribas Call 18 VBK 21.06.202.../ DE000PC38VT5 /
| 2024-06-17 2:20:57 PM |
Chg.+0.030 |
Bid2:23:41 PM |
Ask2:23:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
0.180
Bid Size: 18,200 |
0.260
Ask Size: 18,200 |
VERBIO SE INH O.N. |
18.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC38VT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.54 |
| Parity: |
0.17 |
| Time value: |
0.07 |
| Break-even: |
20.30 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
18.48 |
| Spread abs.: |
0.08 |
| Spread %: |
53.33% |
| Delta: |
0.72 |
| Theta: |
-0.14 |
| Omega: |
6.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.180 |
| Low: |
0.160 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.150 |
| 1M High / 1M Low: |
0.500 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
