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: |
|
- |
