BNP Paribas Call 100 CL 20.12.2024
/ DE000PC6MFG6
BNP Paribas Call 100 CL 20.12.202.../ DE000PC6MFG6 /
| 10/18/2024 9:50:42 PM |
Chg.-0.010 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.380
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
Colgate Palmolive Co |
100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC6MFG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.13 |
| Parity: |
0.04 |
| Time value: |
0.35 |
| Break-even: |
95.91 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
13.30 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-16.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.610 |
0.300 |
| 6M High / 6M Low: |
1.020 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.84% |
| Volatility 6M: |
|
190.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
