BNP Paribas Call 22 SZG 21.06.2024
/ DE000PC7APF0
BNP Paribas Call 22 SZG 21.06.202.../ DE000PC7APF0 /
| 2024-05-31 9:20:23 PM |
Chg.-0.310 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-19.50% |
1.410
Bid Size: 2,128 |
1.510
Ask Size: 1,987 |
SALZGITTER AG O.N. |
22.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC7APF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
1.22 |
| Time value: |
0.47 |
| Break-even: |
23.69 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.10 |
| Spread %: |
6.29% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
9.97 |
| Rho: |
0.01 |
Quote data
| Open: |
1.580 |
| High: |
1.710 |
| Low: |
1.230 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.27% |
| 1 Month |
|
|
-42.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.190 |
| 1M High / 1M Low: |
2.780 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
