BNP Paribas Call 26.5 BAYN 16.08.2024
/ DE000PC9NT36
BNP Paribas Call 26.5 BAYN 16.08..../ DE000PC9NT36 /
| 8/2/2024 9:50:15 PM |
Chg.-0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
0.100
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
BAYER AG NA O.N. |
26.50 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
PC9NT3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.50 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
0.08 |
| Time value: |
0.07 |
| Break-even: |
28.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
11.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.170 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.160 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
