BNP Paribas Call 60 TLX 20.09.2024
/ DE000PC1JHF1
BNP Paribas Call 60 TLX 20.09.202.../ DE000PC1JHF1 /
| 7/11/2024 9:20:22 PM |
Chg.0.000 |
Bid9:27:21 PM |
Ask9:27:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
TALANX AG NA O.N. |
60.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
1.16 |
| Time value: |
0.11 |
| Break-even: |
72.70 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.10 |
Quote data
| Open: |
1.230 |
| High: |
1.280 |
| Low: |
1.220 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.24% |
| 1 Month |
|
|
-20.65% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
+48.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.180 |
| 1M High / 1M Low: |
1.600 |
1.180 |
| 6M High / 6M Low: |
1.640 |
0.720 |
| High (YTD): |
6/6/2024 |
1.640 |
| Low (YTD): |
2/28/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.71% |
| Volatility 6M: |
|
108.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
