BNP Paribas Call 4 BP/ 20.12.2024
/ DE000PC3AQ71
BNP Paribas Call 4 BP/ 20.12.2024/ DE000PC3AQ71 /
| 8/8/2024 9:15:07 AM |
Chg.+0.020 |
Bid3:52:03 PM |
Ask3:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+3.92% |
0.570
Bid Size: 19,000 |
0.590
Ask Size: 19,000 |
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: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.11 |
| Break-even: |
5.22 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
7.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.26% |
| 1 Month |
|
|
-47.00% |
| 3 Months |
|
|
-54.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.500 |
| 1M High / 1M Low: |
1.000 |
0.500 |
| 6M High / 6M Low: |
1.610 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.09% |
| Volatility 6M: |
|
100.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
