BNP Paribas Call 20 SZG 21.06.2024
/ DE000PC61UZ6
BNP Paribas Call 20 SZG 21.06.202.../ DE000PC61UZ6 /
| 2024-06-05 3:13:31 PM |
Chg.-0.010 |
Bid3:44:07 PM |
Ask3:44:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.140
Bid Size: 17,500 |
0.180
Ask Size: 17,500 |
SALZGITTER AG O.N. |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC61UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.35 |
| Parity: |
0.14 |
| Time value: |
0.06 |
| Break-even: |
22.00 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.04 |
| Spread %: |
25.00% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
7.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.28% |
| 1 Month |
|
|
-65.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.160 |
| 1M High / 1M Low: |
0.450 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
