BNP Paribas Call 35 G1A 20.12.2024
/ DE000PC39VE5
BNP Paribas Call 35 G1A 20.12.202.../ DE000PC39VE5 /
| 11/15/2024 9:20:21 PM |
Chg.-0.020 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-1.89% |
1.040
Bid Size: 2,885 |
1.060
Ask Size: 2,831 |
GEA GROUP AG |
35.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC39VE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
0.04 |
| Break-even: |
45.60 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.97 |
| Rho: |
0.03 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
0.980 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.040 |
| 1M High / 1M Low: |
1.280 |
0.990 |
| 6M High / 6M Low: |
1.280 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.29% |
| Volatility 6M: |
|
93.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
