BNP Paribas Call 3.5 NOA3 20.12.2024
/ DE000PC21FN7
BNP Paribas Call 3.5 NOA3 20.12.2.../ DE000PC21FN7 /
| 12/11/2024 10:21:00 |
Chg.0.000 |
Bid12/11/2024 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.780
Bid Size: 20,000 |
0.800
Ask Size: 20,000 |
NOKIA OYJ EO-,06 |
3.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| 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: |
0.770 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+41.82% |
| 3 Months |
|
|
+168.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.750 |
| 1M High / 1M Low: |
1.060 |
0.510 |
| 6M High / 6M Low: |
1.060 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.95% |
| Volatility 6M: |
|
179.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
