BNP Paribas Call 12.8 SDF 20.12.2024
/ DE000PC2ZY16
BNP Paribas Call 12.8 SDF 20.12.2.../ DE000PC2ZY16 /
2024-10-28 5:21:06 PM |
Chg.+0.002 |
Bid5:37:11 PM |
Ask5:37:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
+66.67% |
0.005 Bid Size: 20,000 |
0.035 Ask Size: 20,000 |
K+S AG NA O.N. |
12.80 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC2ZY1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
K+S AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.80 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
31.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.26 |
Parity: |
-0.16 |
Time value: |
0.04 |
Break-even: |
13.15 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.03 |
Spread %: |
1,066.67% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
9.03 |
Rho: |
0.00 |
Quote data
Open: |
0.004 |
High: |
0.005 |
Low: |
0.003 |
Previous Close: |
0.003 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-82.14% |
3 Months |
|
|
-89.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.004 |
0.002 |
1M High / 1M Low: |
0.020 |
0.001 |
6M High / 6M Low: |
0.190 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,218.08% |
Volatility 6M: |
|
1,643.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |