BNP Paribas Call 11 SZU 20.12.2024
/ DE000PC6M937
BNP Paribas Call 11 SZU 20.12.202.../ DE000PC6M937 /
| 10/11/2024 9:20:29 PM |
Chg.-0.110 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-16.67% |
0.550
Bid Size: 5,455 |
0.660
Ask Size: 4,546 |
SUEDZUCKER AG O.N. |
11.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC6M93 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.51 |
| Break-even: |
11.66 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.11 |
| Spread %: |
20.00% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
9.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.500 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.68% |
| 1 Month |
|
|
-61.27% |
| 3 Months |
|
|
-74.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
1.460 |
0.550 |
| 6M High / 6M Low: |
3.310 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.44% |
| Volatility 6M: |
|
109.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
