BNP Paribas Call 18 GAP 17.01.202.../  DE000PC34QF3  /

EUWAX
11/14/2024  10:04:20 AM Chg.+0.050 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.480EUR +11.63% -
Bid Size: -
-
Ask Size: -
Gap Inc 18.00 USD 1/17/2025 Call
 

Master data

WKN: PC34QF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gap Inc
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 1/17/2025
Issue date: 1/30/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.41
Implied volatility: 0.60
Historic volatility: 0.55
Parity: 0.41
Time value: 0.06
Break-even: 21.74
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.01
Omega: 3.79
Rho: 0.02
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month  
+9.09%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.490 0.350
6M High / 6M Low: 1.110 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.61%
Volatility 6M:   168.33%
Volatility 1Y:   -
Volatility 3Y:   -