BNP Paribas Call 780 URI 21.06.2024
/ DE000PC6NDB0
BNP Paribas Call 780 URI 21.06.20.../ DE000PC6NDB0 /
2024-05-31 9:50:27 PM |
Chg.0.000 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.140 Bid Size: 10,000 |
0.160 Ask Size: 10,000 |
United Rentals |
780.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC6NDB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
780.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
385.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-10.19 |
Time value: |
0.16 |
Break-even: |
720.59 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
15.96 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
0.06 |
Theta: |
-0.19 |
Omega: |
24.76 |
Rho: |
0.02 |
Quote data
Open: |
0.120 |
High: |
0.130 |
Low: |
0.100 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-36.84% |
1 Month |
|
|
-73.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.090 |
1M High / 1M Low: |
0.810 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.382 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
404.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |