BNP Paribas Call 30.5 RWE 20.09.2024
/ DE000PC493U5
BNP Paribas Call 30.5 RWE 20.09.2.../ DE000PC493U5 /
| 9/2/2024 9:24:35 AM |
Chg.-0.030 |
Bid3:09:17 PM |
Ask3:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.230
Bid Size: 85,000 |
0.270
Ask Size: 85,000 |
RWE AG INH O.N. |
30.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC493U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
0.21 |
| Time value: |
0.06 |
| Break-even: |
33.20 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
9.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
0.580 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.17% |
| Volatility 6M: |
|
184.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
