BNP Paribas Call 16 RAW 20.12.2024
/ DE000PC6M0K7
BNP Paribas Call 16 RAW 20.12.202.../ DE000PC6M0K7 /
| 17/07/2024 10:30:27 |
Chg.+0.15 |
Bid20:34:49 |
Ask20:34:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
+6.33% |
2.59
Bid Size: 1,200 |
2.97
Ask Size: 1,200 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
1.28 |
| Time value: |
1.52 |
| Break-even: |
18.80 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.37 |
| Spread %: |
15.23% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.04 |
Quote data
| Open: |
2.51 |
| High: |
2.52 |
| Low: |
2.51 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.04% |
| 1 Month |
|
|
+34.76% |
| 3 Months |
|
|
-14.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.28 |
| 1M High / 1M Low: |
2.61 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
