BNP Paribas Call 32 GAP 17.01.202.../  DE000PC6NQB2  /

Frankfurt Zert./BNP
8/26/2024  9:50:33 PM Chg.-0.020 Bid9:57:11 PM Ask- Underlying Strike price Expiration date Option type
0.100EUR -16.67% -
Bid Size: -
-
Ask Size: -
Gap Inc 32.00 - 1/17/2025 Call
 

Master data

WKN: PC6NQB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gap Inc
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 1/17/2025
Issue date: 3/14/2024
Last trading day: 8/27/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.54
Parity: -1.39
Time value: 0.14
Break-even: 33.40
Moneyness: 0.56
Premium: 0.85
Premium p.a.: 4.48
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.27
Theta: -0.01
Omega: 3.52
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.120 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -