BNP Paribas Call 42 GBF 20.12.2024
/ DE000PC2W4C8
BNP Paribas Call 42 GBF 20.12.202.../ DE000PC2W4C8 /
| 2024-08-02 9:20:20 PM |
Chg.-0.120 |
Bid9:38:18 PM |
Ask9:38:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-12.63% |
0.820
Bid Size: 3,659 |
0.900
Ask Size: 3,334 |
BILFINGER SE O.N. |
42.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC2W4C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
0.68 |
| Time value: |
0.23 |
| Break-even: |
51.00 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
9.76% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.11 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.820 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.54% |
| 1 Month |
|
|
-7.78% |
| 3 Months |
|
|
+62.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.830 |
| 1M High / 1M Low: |
1.150 |
0.830 |
| 6M High / 6M Low: |
1.150 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.69% |
| Volatility 6M: |
|
152.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
