BNP Paribas Call 36 QIA 20.12.2024
/ DE000PC5CMB6
BNP Paribas Call 36 QIA 20.12.202.../ DE000PC5CMB6 /
9/3/2024 8:18:45 AM |
Chg.-0.100 |
Bid7:50:04 PM |
Ask7:50:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-15.87% |
0.530 Bid Size: 6,000 |
0.570 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: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.17% |
1 Month |
|
|
-18.46% |
3 Months |
|
|
-5.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.590 |
1M High / 1M Low: |
0.710 |
0.590 |
6M High / 6M Low: |
0.770 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.648 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.591 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.37% |
Volatility 6M: |
|
97.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |