BNP Paribas Call 3.8 BP/ 20.12.2024
/ DE000PC3AQ89
BNP Paribas Call 3.8 BP/ 20.12.20.../ DE000PC3AQ89 /
| 2024-07-11 5:21:07 PM |
Chg.-0.040 |
Bid5:26:39 PM |
Ask5:26:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-4.17% |
0.930
Bid Size: 15,000 |
0.950
Ask Size: 15,000 |
BP PLC $0.25 |
3.80 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC3AQ8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
0.10 |
| Break-even: |
5.48 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
5.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.940 |
| High: |
0.950 |
| Low: |
0.890 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.34% |
| 1 Month |
|
|
-19.30% |
| 3 Months |
|
|
-45.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.960 |
| 1M High / 1M Low: |
1.340 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
