BNP Paribas Call 100 CL 20.12.2024
/ DE000PC6MFG6
BNP Paribas Call 100 CL 20.12.202.../ DE000PC6MFG6 /
| 18/09/2024 17:50:44 |
Chg.-0.030 |
Bid18/09/2024 |
Ask18/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-4.48% |
0.640
Bid Size: 36,000 |
0.650
Ask Size: 36,000 |
Colgate Palmolive Co |
100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
0.41 |
| Time value: |
0.29 |
| Break-even: |
96.91 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
9.43 |
| Rho: |
0.15 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+12.28% |
| 3 Months |
|
|
+68.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
1.020 |
0.560 |
| 6M High / 6M Low: |
1.020 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.01% |
| Volatility 6M: |
|
177.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
