BNP Paribas Call 17 DUE 20.12.2024
/ DE000PC5CD15
BNP Paribas Call 17 DUE 20.12.202.../ DE000PC5CD15 /
| 10/4/2024 9:20:22 PM |
Chg.+0.060 |
Bid9:35:21 PM |
Ask9:35:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+11.76% |
0.570
Bid Size: 5,264 |
0.650
Ask Size: 4,616 |
DUERR AG O.N. |
17.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CD1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.33 |
| Parity: |
0.52 |
| Time value: |
0.07 |
| Break-even: |
22.90 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
15.69% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
+42.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.510 |
| 1M High / 1M Low: |
0.510 |
0.180 |
| 6M High / 6M Low: |
0.860 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.86% |
| Volatility 6M: |
|
139.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
