BNP Paribas Call 540 LOR 20.06.2025
/ DE000PC6NYD2
BNP Paribas Call 540 LOR 20.06.20.../ DE000PC6NYD2 /
| 11/11/2024 9:20:22 PM |
Chg.+0.001 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+2.22% |
0.046
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
L OREAL INH. E... |
540.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PC6NYD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
152.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-20.53 |
| Time value: |
0.22 |
| Break-even: |
542.20 |
| Moneyness: |
0.62 |
| Premium: |
0.62 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.17 |
| Spread %: |
378.26% |
| Delta: |
0.06 |
| Theta: |
-0.03 |
| Omega: |
9.35 |
| Rho: |
0.11 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.045 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-82.96% |
| 3 Months |
|
|
-84.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.031 |
| 1M High / 1M Low: |
0.270 |
0.031 |
| 6M High / 6M Low: |
1.670 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
457.76% |
| Volatility 6M: |
|
282.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
