BNP Paribas Call 34 G1A 20.09.2024
/ DE000PC1LVD3
BNP Paribas Call 34 G1A 20.09.202.../ DE000PC1LVD3 /
| 2024-06-28 9:20:23 PM |
Chg.-0.060 |
Bid9:57:03 PM |
Ask9:57:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-10.00% |
0.550
Bid Size: 5,455 |
0.570
Ask Size: 5,264 |
GEA GROUP AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
0.08 |
| Break-even: |
39.70 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
-6.90% |
| YTD |
|
|
+1.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.600 |
0.410 |
| 6M High / 6M Low: |
0.620 |
0.350 |
| High (YTD): |
2024-03-22 |
0.620 |
| Low (YTD): |
2024-01-22 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.03% |
| Volatility 6M: |
|
120.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
