BNP Paribas Call 34 QIA 20.12.2024
/ DE000PC70K77
BNP Paribas Call 34 QIA 20.12.202.../ DE000PC70K77 /
03/09/2024 21:20:54 |
Chg.-0.140 |
Bid21:57:20 |
Ask21:57:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-17.50% |
0.650 Bid Size: 5,700 |
0.730 Ask Size: 5,700 |
QIAGEN NV |
34.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC70K7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
09/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
0.73 |
Time value: |
0.15 |
Break-even: |
42.80 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
10.00% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
3.85 |
Rho: |
0.07 |
Quote data
Open: |
0.690 |
High: |
0.730 |
Low: |
0.660 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-19.51% |
3 Months |
|
|
-9.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.660 |
1M High / 1M Low: |
0.890 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.809 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |