BNP Paribas Call 34 G1A 20.12.2024
/ DE000PC39VD7
BNP Paribas Call 34 G1A 20.12.202.../ DE000PC39VD7 /
| 9/11/2024 4:07:50 PM |
Chg.0.000 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.860
Bid Size: 14,500 |
0.880
Ask Size: 14,500 |
GEA GROUP AG |
34.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC39VD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.83 |
| Time value: |
0.08 |
| Break-even: |
43.10 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
0.08 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.18% |
| 1 Month |
|
|
+26.47% |
| 3 Months |
|
|
+56.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.800 |
| 1M High / 1M Low: |
0.890 |
0.700 |
| 6M High / 6M Low: |
0.890 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.631 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.02% |
| Volatility 6M: |
|
93.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
