BNP Paribas Call 48 PRY 21.06.2024
/ DE000PC21N82
BNP Paribas Call 48 PRY 21.06.202.../ DE000PC21N82 /
| 5/24/2024 9:20:37 PM |
Chg.+0.050 |
Bid9:53:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
PRYSMIAN |
48.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC21N8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.25 |
| Parity: |
1.09 |
| Time value: |
0.16 |
| Break-even: |
60.50 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.12 |
| Omega: |
3.90 |
| Rho: |
0.02 |
Quote data
| Open: |
1.170 |
| High: |
1.250 |
| Low: |
1.110 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+495.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.250 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
