BNP Paribas Call 115 BX 17.01.2025
/ DE000PC39CX5
BNP Paribas Call 115 BX 17.01.202.../ DE000PC39CX5 /
| 2024-10-18 9:49:59 AM |
Chg.+0.97 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
+23.21% |
-
Bid Size: - |
-
Ask Size: - |
Blackstone Inc |
115.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39CX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| 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: |
5.15 |
| High: |
5.15 |
| Low: |
5.15 |
| Previous Close: |
4.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.46% |
| 1 Month |
|
|
+23.80% |
| 3 Months |
|
|
+121.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.15 |
3.59 |
| 1M High / 1M Low: |
5.15 |
3.22 |
| 6M High / 6M Low: |
5.15 |
1.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.96% |
| Volatility 6M: |
|
130.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
