BNP Paribas Call 21 DTE 17.05.2024
/ DE000PC49VR6
BNP Paribas Call 21 DTE 17.05.202.../ DE000PC49VR6 /
2024-05-13 9:50:14 AM |
Chg.-0.040 |
Bid10:07:39 AM |
Ask10:07:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
-4.04% |
0.940 Bid Size: 14,000 |
1.020 Ask Size: 14,000 |
DT.TELEKOM AG NA |
21.00 EUR |
2024-05-17 |
Call |
Master data
WKN: |
PC49VR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-19 |
Last trading day: |
2024-05-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.49 |
Historic volatility: |
0.17 |
Parity: |
0.97 |
Time value: |
0.12 |
Break-even: |
22.09 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.10 |
Spread %: |
10.10% |
Delta: |
0.82 |
Theta: |
-0.04 |
Omega: |
16.55 |
Rho: |
0.00 |
Quote data
Open: |
0.990 |
High: |
1.020 |
Low: |
0.950 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.25% |
1 Month |
|
|
+69.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.680 |
1M High / 1M Low: |
1.020 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.754 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
301.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |