BNP Paribas Call 11.5 SZU 20.09.2024
/ DE000PC38JE2
BNP Paribas Call 11.5 SZU 20.09.2.../ DE000PC38JE2 /
8/8/2024 6:20:53 PM |
Chg.-0.010 |
Bid8/8/2024 |
Ask8/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-1.47% |
0.670 Bid Size: 4,478 |
0.700 Ask Size: 4,286 |
SUEDZUCKER AG O.N. |
11.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PC38JE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
0.40 |
Time value: |
0.31 |
Break-even: |
12.21 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
4.41% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
11.26 |
Rho: |
0.01 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.650 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.22% |
1 Month |
|
|
-72.08% |
3 Months |
|
|
-69.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.580 |
1M High / 1M Low: |
2.400 |
0.580 |
6M High / 6M Low: |
2.810 |
0.580 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.972 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.52% |
Volatility 6M: |
|
136.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |