BNP Paribas Call 18 GPS 17.01.2025
/ DE000PC34QF3
BNP Paribas Call 18 GPS 17.01.202.../ DE000PC34QF3 /
| 02/08/2024 10:20:11 |
Chg.-0.020 |
Bid11:00:47 |
Ask11:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.610
Bid Size: 49,100 |
0.650
Ask Size: 49,100 |
Gap Inc |
18.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC34QF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.55 |
| Parity: |
0.48 |
| Time value: |
0.16 |
| Break-even: |
23.09 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.69 |
| Rho: |
0.05 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.61% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.460 |
| 1M High / 1M Low: |
0.720 |
0.460 |
| 6M High / 6M Low: |
1.110 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.66% |
| Volatility 6M: |
|
145.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
