BNP Paribas Call 32 CRIN 19.09.2024
/ DE000PC8G4R0
BNP Paribas Call 32 CRIN 19.09.20.../ DE000PC8G4R0 /
| 7/26/2024 8:39:49 AM |
Chg.-0.46 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.67EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
32.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
PC8G4R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
5.84 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
5.84 |
| Time value: |
0.81 |
| Break-even: |
38.65 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.21 |
| Spread %: |
3.26% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.80 |
| Rho: |
0.04 |
Quote data
| Open: |
6.67 |
| High: |
6.67 |
| Low: |
6.67 |
| Previous Close: |
7.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.06% |
| 1 Month |
|
|
+63.88% |
| 3 Months |
|
|
+22.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.23 |
6.41 |
| 1M High / 1M Low: |
7.23 |
4.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
