BNP Paribas Call 100 CL 20.12.2024
/ DE000PC6MFG6
BNP Paribas Call 100 CL 20.12.202.../ DE000PC6MFG6 /
| 8/16/2024 4:35:26 PM |
Chg.0.000 |
Bid4:43:37 PM |
Ask4:43:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
0.560
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
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: |
15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
0.13 |
| Time value: |
0.45 |
| Break-even: |
96.94 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
9.72 |
| Rho: |
0.17 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
+80.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.520 |
| 1M High / 1M Low: |
0.740 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
