BNP Paribas Call 11.5 SZU 20.12.2024
/ DE000PC38JF9
BNP Paribas Call 11.5 SZU 20.12.2.../ DE000PC38JF9 /
| 9/9/2024 9:20:31 PM |
Chg.+0.070 |
Bid9:54:22 PM |
Ask9:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+6.36% |
1.180
Bid Size: 2,543 |
1.230
Ask Size: 2,440 |
SUEDZUCKER AG O.N. |
11.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC38JF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.67 |
| Time value: |
0.47 |
| Break-even: |
12.64 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
4.59% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
7.50 |
| Rho: |
0.02 |
Quote data
| Open: |
1.120 |
| High: |
1.190 |
| Low: |
1.100 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
-57.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.050 |
| 1M High / 1M Low: |
1.180 |
0.990 |
| 6M High / 6M Low: |
2.830 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.32% |
| Volatility 6M: |
|
107.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
