BNP Paribas Call 38 QIA 20.12.202.../  DE000PC5CMA8  /

Frankfurt Zert./BNP
2024-07-26  9:20:52 PM Chg.+0.080 Bid9:56:12 PM Ask9:56:12 PM Underlying Strike price Expiration date Option type
0.470EUR +20.51% 0.470
Bid Size: 6,383
0.510
Ask Size: 6,000
QIAGEN NV 38.00 EUR 2024-12-20 Call
 

Master data

WKN: PC5CMA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: QIAGEN NV
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.68
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.12
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 0.12
Time value: 0.40
Break-even: 43.10
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.62
Theta: -0.02
Omega: 4.74
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.480
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.42%
1 Month  
+51.61%
3 Months  
+4.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.330
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -