BNP Paribas Call 115 BX 17.01.2025
/ DE000PC39CX5
BNP Paribas Call 115 BX 17.01.202.../ DE000PC39CX5 /
18/10/2024 21:50:27 |
Chg.+0.260 |
Bid21:59:57 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.420EUR |
+5.04% |
5.340 Bid Size: 6,400 |
- Ask Size: - |
Blackstone Inc |
115.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC39CX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.36 |
Intrinsic value: |
5.28 |
Implied volatility: |
0.49 |
Historic volatility: |
0.27 |
Parity: |
5.28 |
Time value: |
0.14 |
Break-even: |
160.02 |
Moneyness: |
1.50 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
1.50% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
2.82 |
Rho: |
0.24 |
Quote data
Open: |
5.160 |
High: |
5.640 |
Low: |
5.160 |
Previous Close: |
5.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+49.72% |
1 Month |
|
|
+34.16% |
3 Months |
|
|
+107.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.420 |
3.830 |
1M High / 1M Low: |
5.420 |
3.200 |
6M High / 6M Low: |
5.420 |
1.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.93% |
Volatility 6M: |
|
117.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |