BNP Paribas Call 30 CRIN 19.09.2024
/ DE000PC8G4T6
BNP Paribas Call 30 CRIN 19.09.20.../ DE000PC8G4T6 /
| 9/3/2024 8:41:12 AM |
Chg.+0.25 |
Bid3:33:39 PM |
Ask3:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.68EUR |
+3.36% |
6.95
Bid Size: 10,000 |
6.99
Ask Size: 10,000 |
UNICREDIT |
30.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
PC8G4T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.56 |
| Intrinsic value: |
7.52 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.27 |
| Parity: |
7.52 |
| Time value: |
0.38 |
| Break-even: |
37.89 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.23 |
| Spread %: |
3.00% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.31 |
| Rho: |
0.01 |
Quote data
| Open: |
7.68 |
| High: |
7.68 |
| Low: |
7.68 |
| Previous Close: |
7.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.25% |
| 1 Month |
|
|
+32.19% |
| 3 Months |
|
|
+1.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.43 |
6.55 |
| 1M High / 1M Low: |
7.43 |
3.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
