BNP Paribas Call 260 UHR 20.12.2024
/ DE000PC21YL2
BNP Paribas Call 260 UHR 20.12.20.../ DE000PC21YL2 /
| 29/07/2024 10:26:39 |
Chg.- |
Bid09:13:19 |
Ask09:13:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
- |
0.033
Bid Size: 55,000 |
0.053
Ask Size: 55,000 |
SWATCH GROUP I |
260.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PC21YL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
332.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-8.81 |
| Time value: |
0.06 |
| Break-even: |
271.57 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.02 |
| Spread %: |
57.14% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
13.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-57.50% |
| 3 Months |
|
|
-85.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.029 |
| 1M High / 1M Low: |
0.090 |
0.012 |
| 6M High / 6M Low: |
0.860 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.17% |
| Volatility 6M: |
|
279.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
