BNP Paribas Call 38 FIE 20.12.2024
/ DE000PC5CFN5
BNP Paribas Call 38 FIE 20.12.202.../ DE000PC5CFN5 /
| 03/10/2024 19:20:55 |
Chg.-0.010 |
Bid03/10/2024 |
Ask03/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
-
Bid Size: - |
-
Ask Size: - |
FIELMANN GROUP AG O.... |
38.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CFN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.78 |
| Time value: |
0.08 |
| Break-even: |
46.60 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.68 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.860 |
| Low: |
0.810 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+25.76% |
| 3 Months |
|
|
+38.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.840 |
| 1M High / 1M Low: |
0.970 |
0.660 |
| 6M High / 6M Low: |
1.080 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.695 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.91% |
| Volatility 6M: |
|
111.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
