BNP Paribas Call 15 ENI 19.12.202.../  DE000PC8G1E4  /

Frankfurt Zert./BNP
7/12/2024  9:20:22 PM Chg.+0.020 Bid7/12/2024 Ask7/12/2024 Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.400
Bid Size: 7,500
0.480
Ask Size: 6,250
ENI S.P.A. 15.00 EUR 12/19/2024 Call
 

Master data

WKN: PC8G1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/19/2024
Issue date: 4/17/2024
Last trading day: 12/18/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.58
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.80
Time value: 0.48
Break-even: 15.48
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.08
Spread %: 20.00%
Delta: 0.40
Theta: 0.00
Omega: 11.91
Rho: 0.02
 

Quote data

Open: 0.400
High: 0.440
Low: 0.400
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+5.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.590 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -