BNP Paribas Call 5620 S&P 500 Index 19.07.2024
/ DE000PC5H1E6
BNP Paribas Call 5620 S&P 500 Ind.../ DE000PC5H1E6 /
| 10/07/2024 08:49:16 |
Chg.-0.020 |
Bid09:17:49 |
Ask09:17:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
0.200
Bid Size: 37,000 |
0.210
Ask Size: 37,000 |
- |
5,620.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
PC5H1E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,620.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
278.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
-0.43 |
| Time value: |
0.20 |
| Break-even: |
5,640.00 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.34 |
| Theta: |
-2.01 |
| Omega: |
94.60 |
| Rho: |
0.46 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.91% |
| 1 Month |
|
|
+217.46% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.081 |
| 1M High / 1M Low: |
0.270 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
