BNP Paribas Call 135 BX 17.01.2025
/ DE000PC39CZ0
BNP Paribas Call 135 BX 17.01.202.../ DE000PC39CZ0 /
| 2024-10-18 9:50:27 PM |
Chg.+0.250 |
Bid9:59:50 PM |
Ask2024-10-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
+7.31% |
3.600
Bid Size: 6,700 |
-
Ask Size: - |
Blackstone Inc |
135.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39CZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 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: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
3.44 |
| Time value: |
0.50 |
| Break-even: |
163.62 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.34 |
| Spread %: |
9.44% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
3.42 |
| Rho: |
0.23 |
Quote data
| Open: |
3.430 |
| High: |
3.890 |
| Low: |
3.420 |
| Previous Close: |
3.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.02% |
| 1 Month |
|
|
+48.58% |
| 3 Months |
|
|
+167.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
2.220 |
| 1M High / 1M Low: |
3.670 |
1.690 |
| 6M High / 6M Low: |
3.670 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.14% |
| Volatility 6M: |
|
166.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
