BNP Paribas Call 75 BNR 21.06.2024
/ DE000PC25C57
BNP Paribas Call 75 BNR 21.06.202.../ DE000PC25C57 /
| 2024-05-16 6:14:22 PM |
Chg.-0.012 |
Bid7:22:07 PM |
Ask7:22:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-54.55% |
0.009
Bid Size: 17,480 |
0.026
Ask Size: 17,480 |
BRENNTAG SE NA O.N. |
75.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC25C5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
177.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.40 |
| Time value: |
0.04 |
| Break-even: |
75.40 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
73.91% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
33.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.010 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-97.14% |
| 1 Month |
|
|
-97.14% |
| 3 Months |
|
|
-98.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.022 |
| 1M High / 1M Low: |
0.380 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
