BNP Paribas Call 11 F 20.12.2024
/ DE000PC5C3E7
BNP Paribas Call 11 F 20.12.2024/ DE000PC5C3E7 /
| 2024-07-26 9:50:36 PM |
Chg.-0.010 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
0.940
Bid Size: 13,000 |
0.960
Ask Size: 13,000 |
Ford Motor Company |
11.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5C3E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.34 |
| Parity: |
0.18 |
| Time value: |
0.78 |
| Break-even: |
11.09 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
6.47 |
| Rho: |
0.02 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.900 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.32% |
| 1 Month |
|
|
-49.74% |
| 3 Months |
|
|
-57.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
0.960 |
| 1M High / 1M Low: |
3.510 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
