BNP Paribas Call 175 PEP 20.12.2024
/ DE000PC21LK1
BNP Paribas Call 175 PEP 20.12.20.../ DE000PC21LK1 /
| 2024-10-18 9:50:31 PM |
Chg.-0.010 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.460
Bid Size: 6,522 |
0.470
Ask Size: 6,500 |
PepsiCo Inc |
175.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21LK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
0.01 |
| Time value: |
0.46 |
| Break-even: |
165.73 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
18.78 |
| Rho: |
0.14 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.370 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-6.52% |
| 3 Months |
|
|
-21.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.270 |
| 6M High / 6M Low: |
1.440 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.00% |
| Volatility 6M: |
|
217.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
