BNP Paribas Call 30 G1A 20.09.2024
/ DE000PC1LVB7
BNP Paribas Call 30 G1A 20.09.202.../ DE000PC1LVB7 /
| 23/07/2024 18:17:03 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
30.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LVB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
0.16 |
| Break-even: |
40.80 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.03 |
| Rho: |
0.03 |
Quote data
| Open: |
1.03 |
| High: |
1.07 |
| Low: |
1.03 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
+46.58% |
| YTD |
|
|
+25.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.08 |
0.93 |
| 6M High / 6M Low: |
1.08 |
0.67 |
| High (YTD): |
12/07/2024 |
1.08 |
| Low (YTD): |
17/01/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.92% |
| Volatility 6M: |
|
80.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
