BNP Paribas Call 420 MHL 21.06.2024
/ DE000PC1D135
BNP Paribas Call 420 MHL 21.06.20.../ DE000PC1D135 /
2024-06-12 8:50:36 AM |
Chg.+0.020 |
Bid9:01:45 AM |
Ask9:01:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+1.85% |
1.080 Bid Size: 2,778 |
1.170 Ask Size: 2,565 |
S+P GLOBAL INC. ... |
420.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PC1D13 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
S+P GLOBAL INC. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.18 |
Parity: |
-2.05 |
Time value: |
1.25 |
Break-even: |
432.50 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
17.12 |
Spread abs.: |
0.03 |
Spread %: |
2.46% |
Delta: |
0.38 |
Theta: |
-0.99 |
Omega: |
12.02 |
Rho: |
0.04 |
Quote data
Open: |
1.110 |
High: |
1.110 |
Low: |
1.100 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-36.05% |
1 Month |
|
|
-37.14% |
3 Months |
|
|
-57.20% |
YTD |
|
|
-73.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
1.080 |
1M High / 1M Low: |
2.390 |
0.860 |
6M High / 6M Low: |
5.280 |
0.860 |
High (YTD): |
2024-02-07 |
5.280 |
Low (YTD): |
2024-05-30 |
0.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.616 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.663 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.27% |
Volatility 6M: |
|
178.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |