BNP Paribas Call 4 BP/ 20.12.2024
/ DE000PC3AQ71
BNP Paribas Call 4 BP/ 20.12.2024/ DE000PC3AQ71 /
10/15/2024 9:54:54 AM |
Chg.-0.090 |
Bid3:47:08 PM |
Ask3:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-33.33% |
0.160 Bid Size: 38,000 |
0.170 Ask Size: 38,000 |
BP PLC $0.25 |
4.00 GBP |
12/20/2024 |
Call |
Master data
WKN: |
PC3AQ7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
1/15/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
0.07 |
Time value: |
0.21 |
Break-even: |
5.07 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.59 |
Theta: |
0.00 |
Omega: |
10.30 |
Rho: |
0.00 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-37.93% |
3 Months |
|
|
-74.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.270 |
1M High / 1M Low: |
0.380 |
0.130 |
6M High / 6M Low: |
1.580 |
0.130 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.800 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
442.65% |
Volatility 6M: |
|
200.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |