BNP Paribas Call 105 HOT 20.12.2024
/ DE000PC2YE03
BNP Paribas Call 105 HOT 20.12.20.../ DE000PC2YE03 /
| 2024-11-12 9:20:23 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-0.90% |
1.090
Bid Size: 2,753 |
1.140
Ask Size: 2,632 |
HOCHTIEF AG |
105.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YE0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOCHTIEF AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.05 |
| Time value: |
0.11 |
| Break-even: |
116.60 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
4.50% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
8.62 |
| Rho: |
0.09 |
Quote data
| Open: |
1.040 |
| High: |
1.110 |
| Low: |
0.980 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.40% |
| 1 Month |
|
|
+7.84% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.970 |
| 1M High / 1M Low: |
1.470 |
0.950 |
| 6M High / 6M Low: |
1.470 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.994 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.22% |
| Volatility 6M: |
|
171.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
