BNP Paribas Call 4 BP/ 20.12.2024
/ DE000PC3AQ71
BNP Paribas Call 4 BP/ 20.12.2024/ DE000PC3AQ71 /
| 2024-07-11 5:20:59 PM |
Chg.-0.030 |
Bid5:24:14 PM |
Ask5:24:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
0.730
Bid Size: 16,000 |
0.750
Ask Size: 16,000 |
BP PLC $0.25 |
4.00 GBP |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.64 |
| Time value: |
0.14 |
| Break-even: |
5.52 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.700 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.82% |
| 1 Month |
|
|
-22.34% |
| 3 Months |
|
|
-51.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.760 |
| 1M High / 1M Low: |
1.120 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
