BNP Paribas Call 230 SND 21.06.2024
/ DE000PC61WR9
BNP Paribas Call 230 SND 21.06.20.../ DE000PC61WR9 /
| 2024-06-13 12:52:39 PM |
Chg.+0.190 |
Bid7:03:44 PM |
Ask7:03:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+46.34% |
0.380
Bid Size: 7,895 |
0.520
Ask Size: 5,770 |
SCHNEIDER ELEC. INH.... |
230.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC61WR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.66 |
| Time value: |
0.31 |
| Break-even: |
239.70 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.14 |
| Spread %: |
16.87% |
| Delta: |
0.69 |
| Theta: |
-0.33 |
| Omega: |
16.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.220 |
| 1M High / 1M Low: |
0.910 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
510.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
