BNP Paribas Call 38 G1A 20.09.2024
/ DE000PC1LVJ0
BNP Paribas Call 38 G1A 20.09.202.../ DE000PC1LVJ0 /
| 8/2/2024 9:20:18 PM |
Chg.-0.060 |
Bid9:52:17 PM |
Ask9:52:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-21.43% |
0.220
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
GEA GROUP AG |
38.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LVJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.12 |
| Time value: |
0.14 |
| Break-even: |
40.60 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
9.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.210 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.03% |
| 1 Month |
|
|
-29.03% |
| 3 Months |
|
|
+29.41% |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.220 |
| 1M High / 1M Low: |
0.340 |
0.220 |
| 6M High / 6M Low: |
0.340 |
0.150 |
| High (YTD): |
7/31/2024 |
0.340 |
| Low (YTD): |
6/6/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.86% |
| Volatility 6M: |
|
185.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
