BNP Paribas Call 15 F 20.12.2024
/ DE000PC5C3J6
BNP Paribas Call 15 F 20.12.2024/ DE000PC5C3J6 /
| 2024-07-29 8:33:10 AM |
Chg.-0.010 |
Bid1:36:52 PM |
Ask1:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
0.110
Bid Size: 36,000 |
0.130
Ask Size: 36,000 |
Ford Motor Company |
15.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5C3J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 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: |
79.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
-3.51 |
| Time value: |
0.13 |
| Break-even: |
13.95 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
9.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.130 |
| 1M High / 1M Low: |
1.020 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
