BNP Paribas Call 300 VOLV/B 20.12.2024
/ DE000PC709N9
BNP Paribas Call 300 VOLV/B 20.12.../ DE000PC709N9 /
| 11/11/2024 21:20:29 |
Chg.-0.020 |
Bid21:59:21 |
Ask21:59:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.260
Bid Size: 10,000 |
0.400
Ask Size: 7,500 |
Volvo, AB ser. B |
300.00 SEK |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-1.24 |
| Time value: |
0.42 |
| Break-even: |
26.21 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.14 |
| Spread %: |
50.00% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
18.44 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
-16.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.140 |
| 1M High / 1M Low: |
0.540 |
0.110 |
| 6M High / 6M Low: |
1.520 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
909.41% |
| Volatility 6M: |
|
433.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
