BNP Paribas Call 40 QIA 20.12.2024
/ DE000PC5CL98
BNP Paribas Call 40 QIA 20.12.202.../ DE000PC5CL98 /
2024-09-03 7:21:16 PM |
Chg.-0.080 |
Bid7:49:27 PM |
Ask7:49:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-22.22% |
0.270 Bid Size: 10,000 |
0.310 Ask Size: 9,678 |
QIAGEN NV |
40.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC5CL9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
0.13 |
Time value: |
0.27 |
Break-even: |
44.00 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
6.43 |
Rho: |
0.06 |
Quote data
Open: |
0.290 |
High: |
0.310 |
Low: |
0.280 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
-26.32% |
3 Months |
|
|
-22.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.340 |
1M High / 1M Low: |
0.440 |
0.330 |
6M High / 6M Low: |
0.520 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.358 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.11% |
Volatility 6M: |
|
145.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |