BNP Paribas Call 40 KR 19.12.2025
/ DE000PC1MA02
BNP Paribas Call 40 KR 19.12.2025/ DE000PC1MA02 /
| 2024-12-12 9:50:30 PM |
Chg.+0.190 |
Bid9:56:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+8.72% |
-
Bid Size: - |
-
Ask Size: - |
Kroger Co |
40.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1MA0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kroger Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.22 |
| Parity: |
1.81 |
| Time value: |
0.56 |
| Break-even: |
63.70 |
| Moneyness: |
1.45 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.04 |
| Rho: |
0.23 |
Quote data
| Open: |
2.310 |
| High: |
2.380 |
| Low: |
2.270 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+42.77% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+132.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.370 |
1.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
2024-12-12 |
2.370 |
| 52W Low: |
2024-02-07 |
0.930 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.683 |
| Avg. volume 6M: |
|
57.798 |
| Avg. price 1Y: |
|
1.573 |
| Avg. volume 1Y: |
|
26.695 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
70.34% |
| Volatility 1Y: |
|
66.34% |
| Volatility 3Y: |
|
- |
