BNP Paribas Call 42 G1A 20.12.2024
/ DE000PC39VJ4
BNP Paribas Call 42 G1A 20.12.202.../ DE000PC39VJ4 /
10/09/2024 14:20:53 |
Chg.+0.010 |
Bid14:21:44 |
Ask14:21:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+4.35% |
0.230 Bid Size: 24,000 |
0.240 Ask Size: 24,000 |
GEA GROUP AG |
42.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC39VJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.02 |
Time value: |
0.22 |
Break-even: |
44.40 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
10.04 |
Rho: |
0.06 |
Quote data
Open: |
0.220 |
High: |
0.240 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.190 |
1M High / 1M Low: |
0.250 |
0.160 |
6M High / 6M Low: |
0.250 |
0.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.158 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.79% |
Volatility 6M: |
|
180.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |