BNP Paribas Call 23 SGE 20.12.2024
/ DE000PC5A918
BNP Paribas Call 23 SGE 20.12.202.../ DE000PC5A918 /
| 13/11/2024 15:21:15 |
Chg.-0.040 |
Bid16:10:10 |
Ask16:10:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.300
Bid Size: 30,000 |
0.320
Ask Size: 30,000 |
STE GENERALE INH. EO... |
23.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5A91 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.05 |
| Break-even: |
26.90 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.95% |
| 1 Month |
|
|
+128.57% |
| 3 Months |
|
|
+461.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.120 |
| 6M High / 6M Low: |
0.550 |
0.053 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.67% |
| Volatility 6M: |
|
267.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
