BNP Paribas Call 16 RAW 20.12.2024
/ DE000PC6M0K7
BNP Paribas Call 16 RAW 20.12.202.../ DE000PC6M0K7 /
| 8/16/2024 10:13:06 AM |
Chg.+0.13 |
Bid10:59:01 AM |
Ask10:59:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+6.67% |
2.11
Bid Size: 7,000 |
2.21
Ask Size: 7,000 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC6M0K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
0.93 |
| Time value: |
1.47 |
| Break-even: |
18.40 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.27 |
| Spread %: |
12.68% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.03 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.55% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
-27.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.67 |
| 1M High / 1M Low: |
3.55 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
