BNP Paribas Call 125 F3A 20.12.2024
/ DE000PC37B54
BNP Paribas Call 125 F3A 20.12.20.../ DE000PC37B54 /
8/20/2024 9:50:21 PM |
Chg.-0.610 |
Bid9:59:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.030EUR |
-6.33% |
- Bid Size: - |
- Ask Size: - |
FIRST SOLAR INC. D -... |
125.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PC37B5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FIRST SOLAR INC. D -,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/30/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.94 |
Intrinsic value: |
6.76 |
Implied volatility: |
1.44 |
Historic volatility: |
0.45 |
Parity: |
6.76 |
Time value: |
2.18 |
Break-even: |
214.40 |
Moneyness: |
1.54 |
Premium: |
0.11 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.18 |
Omega: |
1.79 |
Rho: |
0.21 |
Quote data
Open: |
9.710 |
High: |
9.820 |
Low: |
8.730 |
Previous Close: |
9.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.24% |
3 Months |
|
|
-32.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
10.000 |
8.060 |
6M High / 6M Low: |
16.600 |
3.660 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
9.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.678 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.88% |
Volatility 6M: |
|
119.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |