BNP Paribas Call 30.5 BAYN 16.08.2024
/ DE000PC9NTV8
BNP Paribas Call 30.5 BAYN 16.08..../ DE000PC9NTV8 /
| 2024-07-09 6:20:36 PM |
Chg.-0.005 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-62.50% |
0.003
Bid Size: 20,000 |
0.031
Ask Size: 20,000 |
BAYER AG NA O.N. |
30.50 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9NTV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.50 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-0.44 |
| Time value: |
0.03 |
| Break-even: |
30.81 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
4.00 |
| Spread abs.: |
0.02 |
| Spread %: |
287.50% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
13.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.003 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.50% |
| 1 Month |
|
|
-95.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.008 |
| 1M High / 1M Low: |
0.054 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
