BNP Paribas Call 36 QIA 20.12.2024
/ DE000PC5CMB6
BNP Paribas Call 36 QIA 20.12.202.../ DE000PC5CMB6 /
| 9/3/2024 5:21:28 PM |
Chg.-0.100 |
Bid5:56:57 PM |
Ask5:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-15.87% |
0.540
Bid Size: 6,000 |
0.620
Ask Size: 6,000 |
QIAGEN NV |
36.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CMB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.18 |
| Break-even: |
43.10 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
12.70% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
-18.46% |
| 3 Months |
|
|
-13.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.590 |
| 1M High / 1M Low: |
0.720 |
0.580 |
| 6M High / 6M Low: |
0.780 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.76% |
| Volatility 6M: |
|
103.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
