BNP Paribas Call 400 MHL 17.01.2025
/ DE000PC1D192
BNP Paribas Call 400 MHL 17.01.20.../ DE000PC1D192 /
| 11/15/2024 8:58:14 AM |
Chg.-0.16 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.63EUR |
-1.48% |
-
Bid Size: - |
-
Ask Size: - |
S+P GLOBAL INC. ... |
400.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PC1D19 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S+P GLOBAL INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.02 |
| Intrinsic value: |
7.81 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.15 |
| Parity: |
7.81 |
| Time value: |
2.82 |
| Break-even: |
506.30 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.52 |
| Spread %: |
5.14% |
| Delta: |
0.76 |
| Theta: |
-0.42 |
| Omega: |
3.44 |
| Rho: |
0.44 |
Quote data
| Open: |
10.63 |
| High: |
10.63 |
| Low: |
10.63 |
| Previous Close: |
10.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.46% |
| 1 Month |
|
|
-7.73% |
| 3 Months |
|
|
+10.61% |
| YTD |
|
|
+43.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.79 |
10.07 |
| 1M High / 1M Low: |
12.02 |
7.98 |
| 6M High / 6M Low: |
12.47 |
4.65 |
| High (YTD): |
10/17/2024 |
12.47 |
| Low (YTD): |
4/25/2024 |
4.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.12% |
| Volatility 6M: |
|
77.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
