BNP Paribas Call 16 GAP 17.01.2025
/ DE000PC34QE6
BNP Paribas Call 16 GAP 17.01.202.../ DE000PC34QE6 /
| 2024-08-21 3:27:10 PM |
Chg.- |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Gap Inc |
16.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PC34QE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-08-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.54 |
| Parity: |
0.21 |
| Time value: |
0.65 |
| Break-even: |
24.60 |
| Moneyness: |
1.13 |
| Premium: |
0.36 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
1.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.27% |
| 3 Months |
|
|
-17.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.830 |
0.550 |
| 6M High / 6M Low: |
1.260 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.16% |
| Volatility 6M: |
|
143.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
