BNP Paribas Call 95 ORC 21.06.2024
/ DE000PC0LWV5
BNP Paribas Call 95 ORC 21.06.202.../ DE000PC0LWV5 /
| 2024-05-24 8:59:52 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.68EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ORACLE CORP. D... |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC0LWV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-31 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
2.05 |
| Historic volatility: |
0.29 |
| Parity: |
1.44 |
| Time value: |
1.16 |
| Break-even: |
121.00 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
7.78 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.76% |
| Delta: |
0.71 |
| Theta: |
-0.49 |
| Omega: |
2.97 |
| Rho: |
0.02 |
Quote data
| Open: |
2.68 |
| High: |
2.68 |
| Low: |
2.68 |
| Previous Close: |
2.82 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.10% |
| 3 Months |
|
|
+34.00% |
| YTD |
|
|
+76.32% |
| 1 Year |
|
|
+32.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.82 |
2.06 |
| 6M High / 6M Low: |
3.35 |
1.12 |
| High (YTD): |
2024-03-21 |
3.35 |
| Low (YTD): |
2024-01-05 |
1.25 |
| 52W High: |
2023-06-15 |
3.54 |
| 52W Low: |
2023-12-14 |
1.12 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.69% |
| Volatility 6M: |
|
146.33% |
| Volatility 1Y: |
|
129.33% |
| Volatility 3Y: |
|
- |
