BNP Paribas Call 36 QIA 21.03.2025
/ DE000PC70LD3
BNP Paribas Call 36 QIA 21.03.202.../ DE000PC70LD3 /
| 12/11/2024 21:20:40 |
Chg.-0.020 |
Bid21:56:11 |
Ask21:56:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
0.550
Bid Size: 5,700 |
0.630
Ask Size: 5,700 |
QIAGEN NV |
36.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC70LD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.51 |
| Time value: |
0.16 |
| Break-even: |
42.70 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
13.56% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.81 |
| Rho: |
0.09 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
0.580 |
0.410 |
| 6M High / 6M Low: |
0.830 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
19.084 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.15% |
| Volatility 6M: |
|
97.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
