BNP Paribas Call 60 BNR 21.06.2024
/ DE000PC1X877
BNP Paribas Call 60 BNR 21.06.202.../ DE000PC1X877 /
| 2024-05-24 9:50:17 PM |
Chg.-0.370 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
-6.45% |
5.410
Bid Size: 555 |
5.530
Ask Size: 543 |
BRENNTAG SE NA O.N. |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC1X87 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
5.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
5.08 |
| Time value: |
0.45 |
| Break-even: |
65.53 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
2.22% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
10.39 |
| Rho: |
0.04 |
Quote data
| Open: |
5.730 |
| High: |
5.730 |
| Low: |
4.870 |
| Previous Close: |
5.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.71% |
| 1 Month |
|
|
-42.99% |
| 3 Months |
|
|
-44.29% |
| YTD |
|
|
-43.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.540 |
5.370 |
| 1M High / 1M Low: |
9.710 |
5.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-09 |
9.710 |
| Low (YTD): |
2024-05-24 |
5.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
