BNP Paribas Call 11 F 20.09.2024
/ DE000PC5C3A5
BNP Paribas Call 11 F 20.09.2024/ DE000PC5C3A5 /
| 2024-07-31 8:32:31 AM |
Chg.-0.110 |
Bid8:31:51 PM |
Ask8:31:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-22.92% |
0.370
Bid Size: 20,000 |
0.390
Ask Size: 20,000 |
Ford Motor Company |
11.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5C3A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.34 |
| Parity: |
-0.15 |
| Time value: |
0.38 |
| Break-even: |
10.55 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
12.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-85.71% |
| 1 Month |
|
|
-73.19% |
| 3 Months |
|
|
-80.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
0.480 |
| 1M High / 1M Low: |
3.390 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
420 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
95.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
