BNP Paribas Call 3.5 NOA3 20.12.2024
/ DE000PC21FN7
BNP Paribas Call 3.5 NOA3 20.12.2.../ DE000PC21FN7 /
| 11/12/2024 8:44:50 AM |
Chg.+0.010 |
Bid2:35:14 PM |
Ask2:35:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
0.770
Bid Size: 20,000 |
0.790
Ask Size: 20,000 |
NOKIA OYJ EO-,06 |
3.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC21FN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
0.78 |
| Time value: |
0.04 |
| Break-even: |
4.32 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+167.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.740 |
| 1M High / 1M Low: |
1.060 |
0.420 |
| 6M High / 6M Low: |
1.060 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.07% |
| Volatility 6M: |
|
185.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
