BNP Paribas Call 200 SND 20.09.2024
/ DE000PC1LK84
BNP Paribas Call 200 SND 20.09.20.../ DE000PC1LK84 /
| 5/29/2024 10:20:40 AM |
Chg.-0.160 |
Bid11:06:59 AM |
Ask11:06:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
-4.23% |
3.660
Bid Size: 12,000 |
3.680
Ask Size: 12,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.27 |
| Time value: |
0.69 |
| Break-even: |
239.60 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
3.66% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
4.86 |
| Rho: |
0.48 |
Quote data
| Open: |
3.800 |
| High: |
3.800 |
| Low: |
3.620 |
| Previous Close: |
3.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.40% |
| 1 Month |
|
|
+52.74% |
| 3 Months |
|
|
+73.21% |
| YTD |
|
|
+336.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.010 |
3.570 |
| 1M High / 1M Low: |
4.010 |
2.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/24/2024 |
4.010 |
| Low (YTD): |
1/17/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
