BNP Paribas Call 200 AP3 20.12.2024
/ DE000PC5DP77
BNP Paribas Call 200 AP3 20.12.20.../ DE000PC5DP77 /
| 04/10/2024 21:50:29 |
Chg.+0.010 |
Bid21:59:48 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.030EUR |
+0.12% |
8.040
Bid Size: 3,100 |
-
Ask Size: - |
AIR PROD. CHEM. ... |
200.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC5DP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
5.88 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.26 |
| Parity: |
5.88 |
| Time value: |
2.14 |
| Break-even: |
280.20 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.25 |
| Omega: |
2.53 |
| Rho: |
0.26 |
Quote data
| Open: |
8.060 |
| High: |
8.240 |
| Low: |
7.940 |
| Previous Close: |
8.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.86% |
| 1 Month |
|
|
+16.72% |
| 3 Months |
|
|
+44.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.900 |
8.020 |
| 1M High / 1M Low: |
9.110 |
6.350 |
| 6M High / 6M Low: |
9.110 |
4.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.46% |
| Volatility 6M: |
|
85.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
