BNP Paribas Call 200 SND 20.09.2024
/ DE000PC1LK84
BNP Paribas Call 200 SND 20.09.20.../ DE000PC1LK84 /
| 2024-06-04 5:20:56 PM |
Chg.-0.170 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
-5.31% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LK8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
2.66 |
| Time value: |
0.73 |
| Break-even: |
233.80 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.13 |
| Spread %: |
4.00% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
5.35 |
| Rho: |
0.44 |
Quote data
| Open: |
3.220 |
| High: |
3.220 |
| Low: |
2.960 |
| Previous Close: |
3.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.84% |
| 1 Month |
|
|
+28.39% |
| 3 Months |
|
|
+32.89% |
| YTD |
|
|
+265.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.780 |
3.200 |
| 1M High / 1M Low: |
4.010 |
2.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-24 |
4.010 |
| Low (YTD): |
2024-01-17 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
