BNP Paribas Call 300 VOLV/B 20.12.2024
/ DE000PC709N9
BNP Paribas Call 300 VOLV/B 20.12.../ DE000PC709N9 /
| 7/5/2024 9:20:28 PM |
Chg.-0.070 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-10.14% |
0.620
Bid Size: 4,839 |
0.760
Ask Size: 3,948 |
Volvo, AB ser. B |
300.00 SEK |
12/20/2024 |
Call |
Master data
| WKN: |
PC709N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 SEK |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-2.89 |
| Time value: |
0.76 |
| Break-even: |
27.17 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.14 |
| Spread %: |
22.58% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
9.73 |
| Rho: |
0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.750 |
| Low: |
0.610 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.33% |
| 1 Month |
|
|
-36.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.620 |
| 1M High / 1M Low: |
0.980 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
