BNP Paribas Call 38 G1A 20.12.2024
/ DE000PC39VG0
BNP Paribas Call 38 G1A 20.12.202.../ DE000PC39VG0 /
| 11/15/2024 9:20:21 PM |
Chg.-0.020 |
Bid9:56:07 PM |
Ask9:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-2.63% |
0.740
Bid Size: 4,055 |
0.760
Ask Size: 3,948 |
GEA GROUP AG |
38.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC39VG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.04 |
| Break-even: |
45.60 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.750 |
| High: |
0.770 |
| Low: |
0.680 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-20.43% |
| 3 Months |
|
|
+80.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.690 |
| 6M High / 6M Low: |
0.980 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.05% |
| Volatility 6M: |
|
124.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
