BNP Paribas Call 40 G1A 20.12.2024
/ DE000PC39VH8
BNP Paribas Call 40 G1A 20.12.202.../ DE000PC39VH8 /
| 01/11/2024 21:20:29 |
Chg.+0.020 |
Bid01/11/2024 |
Ask01/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
0.590
Bid Size: 5,085 |
0.610
Ask Size: 4,919 |
GEA GROUP AG |
40.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC39VH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.06 |
| Break-even: |
46.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.40 |
| Rho: |
0.04 |
Quote data
| Open: |
0.560 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.49% |
| 1 Month |
|
|
-9.23% |
| 3 Months |
|
|
+180.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.570 |
| 1M High / 1M Low: |
0.790 |
0.570 |
| 6M High / 6M Low: |
0.790 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.44% |
| Volatility 6M: |
|
154.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
