BNP Paribas Call 600 UU2 19.12.2025
/ DE000PC1LEZ2
BNP Paribas Call 600 UU2 19.12.20.../ DE000PC1LEZ2 /
| 2024-12-12 9:50:32 PM |
Chg.-0.100 |
Bid9:58:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.560EUR |
-2.15% |
-
Bid Size: - |
-
Ask Size: - |
BLACKROCK INC. ... |
600.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LEZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.69 |
| 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.: |
0.09 |
| Spread %: |
1.97% |
| Delta: |
0.87 |
| Theta: |
-0.23 |
| Omega: |
1.83 |
| Rho: |
3.84 |
Quote data
| Open: |
4.630 |
| High: |
4.880 |
| Low: |
4.490 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.11% |
| 3 Months |
|
|
+41.61% |
| YTD |
|
|
+84.62% |
| 1 Year |
|
|
+94.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.660 |
4.150 |
| 6M High / 6M Low: |
4.660 |
2.120 |
| High (YTD): |
2024-12-11 |
4.660 |
| Low (YTD): |
2024-06-11 |
1.950 |
| 52W High: |
2024-12-11 |
4.660 |
| 52W Low: |
2024-06-11 |
1.950 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.752 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
39.58% |
| Volatility 6M: |
|
45.60% |
| Volatility 1Y: |
|
46.08% |
| Volatility 3Y: |
|
- |
