BNP Paribas Call 11 F 20.12.2024
/ DE000PC5C3E7
BNP Paribas Call 11 F 20.12.2024/ DE000PC5C3E7 /
| 2024-07-26 8:33:09 AM |
Chg.-0.24 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.58% |
| 1 Month |
|
|
-34.94% |
| 3 Months |
|
|
-55.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
1.08 |
| 1M High / 1M Low: |
3.55 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
