BNP Paribas Call 40 EBO 20.12.2024
/ DE000PC45LY1
BNP Paribas Call 40 EBO 20.12.202.../ DE000PC45LY1 /
| 11/12/2024 12:20:49 PM |
Chg.-0.060 |
Bid1:06:31 PM |
Ask1:06:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-4.48% |
1.270
Bid Size: 19,000 |
1.310
Ask Size: 19,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.06 |
| Break-even: |
53.80 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.99% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.56 |
| Rho: |
0.04 |
Quote data
| Open: |
1.290 |
| High: |
1.310 |
| Low: |
1.280 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+31.96% |
| 3 Months |
|
|
+70.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.270 |
| 1M High / 1M Low: |
1.370 |
0.920 |
| 6M High / 6M Low: |
1.370 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.40% |
| Volatility 6M: |
|
108.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
