BNP Paribas Call 32 GPS 17.01.2025
/ DE000PC6NQB2
BNP Paribas Call 32 GPS 17.01.202.../ DE000PC6NQB2 /
| 8/1/2024 9:50:28 PM |
Chg.-0.010 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
Gap Inc |
32.00 USD |
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 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.55 |
| Parity: |
-0.79 |
| Time value: |
0.13 |
| Break-even: |
30.86 |
| Moneyness: |
0.73 |
| Premium: |
0.42 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
4.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.130 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.29% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.062 |
| 1M High / 1M Low: |
0.130 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
