BNP Paribas Call 35 G1A 20.09.2024
/ DE000PC1LVF8
BNP Paribas Call 35 G1A 20.09.202.../ DE000PC1LVF8 /
| 7/10/2024 9:20:29 PM |
Chg.+0.030 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.490
Bid Size: 6,123 |
0.510
Ask Size: 5,883 |
GEA GROUP AG |
35.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LVF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.40 |
| Time value: |
0.08 |
| Break-even: |
39.80 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
6.73 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.04% |
| 1 Month |
|
|
+25.64% |
| 3 Months |
|
|
+25.64% |
| YTD |
|
|
+6.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.570 |
0.360 |
| 6M High / 6M Low: |
0.570 |
0.290 |
| High (YTD): |
7/3/2024 |
0.570 |
| Low (YTD): |
1/22/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.64% |
| Volatility 6M: |
|
133.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
