BNP Paribas Call 2.8 NOA3 20.12.2024
/ DE000PC21FQ0
BNP Paribas Call 2.8 NOA3 20.12.2.../ DE000PC21FQ0 /
| 12/11/2024 08:44:50 |
Chg.+0.01 |
Bid14:14:54 |
Ask14:14:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+0.70% |
1.45
Bid Size: 20,000 |
1.47
Ask Size: 20,000 |
NOKIA OYJ EO-,06 |
2.80 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC21FQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.28 |
| Parity: |
1.48 |
| Time value: |
0.03 |
| Break-even: |
4.31 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.72% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.00 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+15.20% |
| 3 Months |
|
|
+89.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.43 |
| 1M High / 1M Low: |
1.75 |
1.07 |
| 6M High / 6M Low: |
1.75 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.60% |
| Volatility 6M: |
|
101.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
