BNP Paribas Call 42 G1A 20.09.2024
/ DE000PC2YA15
BNP Paribas Call 42 G1A 20.09.202.../ DE000PC2YA15 /
| 2024-08-05 6:12:13 PM |
Chg.+0.003 |
Bid7:15:00 PM |
Ask7:15:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+13.04% |
0.026
Bid Size: 10,000 |
0.060
Ask Size: 10,000 |
GEA GROUP AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC2YA1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
0.07 |
| Break-even: |
42.69 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.04 |
| Spread %: |
176.00% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
16.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.030 |
| Low: |
0.017 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.19% |
| 1 Month |
|
|
-67.09% |
| 3 Months |
|
|
-49.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.023 |
| 1M High / 1M Low: |
0.100 |
0.023 |
| 6M High / 6M Low: |
0.150 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.07% |
| Volatility 6M: |
|
302.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
