BNP Paribas Call 30 G1A 20.09.2024
/ DE000PC1LVB7
BNP Paribas Call 30 G1A 20.09.202.../ DE000PC1LVB7 /
| 2024-07-10 6:17:31 PM |
Chg.+0.030 |
Bid6:43:32 PM |
Ask6:43:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+3.23% |
0.960
Bid Size: 3,125 |
0.980
Ask Size: 3,062 |
GEA GROUP AG |
30.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LVB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.19 |
| Parity: |
0.90 |
| Time value: |
0.05 |
| Break-even: |
39.50 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.05 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.940 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+15.66% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+12.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.930 |
| 1M High / 1M Low: |
1.040 |
0.790 |
| 6M High / 6M Low: |
1.040 |
0.640 |
| High (YTD): |
2024-07-04 |
1.040 |
| Low (YTD): |
2024-01-17 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.89% |
| Volatility 6M: |
|
82.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
