BNP Paribas Call 200 AP3 20.12.2024
/ DE000PC5DP77
BNP Paribas Call 200 AP3 20.12.20.../ DE000PC5DP77 /
| 04/10/2024 13:44:14 |
Chg.-0.31 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.08EUR |
-3.69% |
-
Bid Size: - |
-
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: |
8.07 |
| High: |
8.08 |
| Low: |
8.07 |
| Previous Close: |
8.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.32% |
| 1 Month |
|
|
+17.27% |
| 3 Months |
|
|
+45.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.14 |
8.08 |
| 1M High / 1M Low: |
9.14 |
6.42 |
| 6M High / 6M Low: |
9.14 |
3.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.14% |
| Volatility 6M: |
|
81.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
