BNP Paribas Call 115 EL 20.12.2024
/ DE000PC25XH3
BNP Paribas Call 115 EL 20.12.202.../ DE000PC25XH3 /
| 2024-07-31 8:40:04 AM |
Chg.-0.020 |
Bid9:20:35 AM |
Ask9:20:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
0.560
Bid Size: 6,450 |
0.580
Ask Size: 6,450 |
Estee Lauder Compani... |
115.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC25XH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-1.32 |
| Time value: |
0.60 |
| Break-even: |
112.29 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
5.99 |
| Rho: |
0.12 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
-45.63% |
| 3 Months |
|
|
-85.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.560 |
| 1M High / 1M Low: |
0.860 |
0.500 |
| 6M High / 6M Low: |
4.790 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.81% |
| Volatility 6M: |
|
130.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
