BNP Paribas Call 26.5 BAYN 19.07.2024
/ DE000PC9NTK1
BNP Paribas Call 26.5 BAYN 19.07..../ DE000PC9NTK1 /
| 2024-06-28 7:50:13 PM |
Chg.+0.007 |
Bid7:50:50 PM |
Ask7:50:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+14.00% |
0.058
Bid Size: 20,000 |
0.081
Ask Size: 20,000 |
BAYER AG NA O.N. |
26.50 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
PC9NTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.50 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
-0.04 |
| Time value: |
0.06 |
| Break-even: |
27.13 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
26.00% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
18.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.073 |
| Low: |
0.049 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-71.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.050 |
| 1M High / 1M Low: |
0.260 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
