BNP Paribas Call 40 EBO 20.12.2024
/ DE000PC45LY1
BNP Paribas Call 40 EBO 20.12.202.../ DE000PC45LY1 /
06/09/2024 13:20:50 |
Chg.-0.030 |
Bid13:47:16 |
Ask13:47:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-3.23% |
0.910 Bid Size: 22,000 |
0.950 Ask Size: 22,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC45LY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.47 |
Historic volatility: |
0.20 |
Parity: |
0.85 |
Time value: |
0.17 |
Break-even: |
50.20 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.09 |
Spread %: |
9.68% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
3.93 |
Rho: |
0.09 |
Quote data
Open: |
0.850 |
High: |
0.900 |
Low: |
0.850 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.62% |
1 Month |
|
|
+47.54% |
3 Months |
|
|
+20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.910 |
1M High / 1M Low: |
1.070 |
0.610 |
6M High / 6M Low: |
1.070 |
0.210 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.867 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.641 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.86% |
Volatility 6M: |
|
115.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |