BNP Paribas Call 60 TLX 20.09.2024
/ DE000PC1JHF1
BNP Paribas Call 60 TLX 20.09.202.../ DE000PC1JHF1 /
| 17/07/2024 14:20:53 |
Chg.-0.070 |
Bid17/07/2024 |
Ask17/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-5.79% |
1.140
Bid Size: 7,500 |
1.160
Ask Size: 7,500 |
TALANX AG NA O.N. |
60.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC1JHF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TALANX AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
1.11 |
| Time value: |
0.14 |
| Break-even: |
72.40 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.93 |
| Rho: |
0.09 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
1.120 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
-17.99% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
+37.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.210 |
| 1M High / 1M Low: |
1.600 |
1.180 |
| 6M High / 6M Low: |
1.640 |
0.720 |
| High (YTD): |
06/06/2024 |
1.640 |
| Low (YTD): |
28/02/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.66% |
| Volatility 6M: |
|
107.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
