BNP Paribas Call 42 EBO 20.12.2024
/ DE000PC45LX3
BNP Paribas Call 42 EBO 20.12.202.../ DE000PC45LX3 /
| 30/07/2024 16:21:07 |
Chg.+0.060 |
Bid30/07/2024 |
Ask30/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+8.22% |
0.790
Bid Size: 24,000 |
0.830
Ask Size: 24,000 |
ERSTE GROUP BNK INH.... |
42.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC45LX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
0.58 |
| Time value: |
0.25 |
| Break-even: |
50.30 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
12.16% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.740 |
| High: |
0.800 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.18% |
| 1 Month |
|
|
+51.92% |
| 3 Months |
|
|
+102.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.680 |
| 1M High / 1M Low: |
0.730 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
