BNP Paribas Call 29 BAYN 16.08.2024
/ DE000PC9NTY2
BNP Paribas Call 29 BAYN 16.08.20.../ DE000PC9NTY2 /
| 2024-08-01 11:50:20 AM |
Chg.-0.003 |
Bid11:53:50 AM |
Ask11:53:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-13.04% |
0.020
Bid Size: 100,000 |
0.040
Ask Size: 100,000 |
BAYER AG NA O.N. |
29.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9NTY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-0.15 |
| Time value: |
0.05 |
| Break-even: |
29.46 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
4.36 |
| Spread abs.: |
0.02 |
| Spread %: |
100.00% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
18.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.016 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.72% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.023 |
| 1M High / 1M Low: |
0.039 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
