BNP Paribas Call 12 F 20.12.2024/  DE000PC5C3F4  /

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.+0.040 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
1.420EUR +2.90% 1.410
Bid Size: 9,000
1.430
Ask Size: 9,000
Ford Motor Company 12.00 USD 2024-12-20 Call
 

Master data

WKN: PC5C3F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.28
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.77
Implied volatility: 0.28
Historic volatility: 0.29
Parity: 0.77
Time value: 0.66
Break-even: 12.50
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.70
Theta: 0.00
Omega: 5.83
Rho: 0.03
 

Quote data

Open: 1.380
High: 1.480
Low: 1.370
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.23%
1 Month  
+32.71%
3 Months
  -30.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.380
1M High / 1M Low: 1.470 0.900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -