BNP Paribas Call 65 BNR 21.06.2024
/ DE000PC1X885
BNP Paribas Call 65 BNR 21.06.202.../ DE000PC1X885 /
| 2024-06-14 6:19:11 PM |
Chg.-1.200 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-59.41% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC1X88 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
53.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.80 |
| Break-even: |
66.22 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.12 |
| Spread %: |
10.91% |
| Delta: |
0.58 |
| Theta: |
-0.07 |
| Omega: |
31.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.820 |
| Low: |
0.620 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.92% |
| 1 Month |
|
|
-83.89% |
| 3 Months |
|
|
-90.47% |
| YTD |
|
|
-90.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.030 |
| 1M High / 1M Low: |
5.090 |
0.940 |
| 6M High / 6M Low: |
9.430 |
0.940 |
| High (YTD): |
2024-03-01 |
9.430 |
| Low (YTD): |
2024-06-06 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.447 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.73% |
| Volatility 6M: |
|
165.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
