BNP Paribas Call 600 UU2 16.01.2026
/ DE000PC1LE25
BNP Paribas Call 600 UU2 16.01.20.../ DE000PC1LE25 /
| 12/12/2024 9:17:18 AM |
Chg.+0.10 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
+2.19% |
-
Bid Size: - |
-
Ask Size: - |
BLACKROCK INC. ... |
600.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LE2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/13/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.17 |
| Parity: |
3.86 |
| Time value: |
0.80 |
| Break-even: |
1,066.00 |
| Moneyness: |
1.64 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.75% |
| Delta: |
0.87 |
| Theta: |
-0.21 |
| Omega: |
1.84 |
| Rho: |
4.15 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.37% |
| 3 Months |
|
|
+47.00% |
| YTD |
|
|
+87.15% |
| 1 Year |
|
|
+95.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.66 |
4.19 |
| 6M High / 6M Low: |
4.66 |
2.13 |
| High (YTD): |
12/12/2024 |
4.66 |
| Low (YTD): |
5/30/2024 |
1.96 |
| 52W High: |
12/12/2024 |
4.66 |
| 52W Low: |
5/30/2024 |
1.96 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
30.35% |
| Volatility 6M: |
|
48.43% |
| Volatility 1Y: |
|
47.67% |
| Volatility 3Y: |
|
- |
