BNP Paribas Call 42 GBF 20.12.2024
/ DE000PC2W4C8
BNP Paribas Call 42 GBF 20.12.202.../ DE000PC2W4C8 /
7/10/2024 6:13:33 PM |
Chg.+0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
+3.53% |
- Bid Size: - |
- Ask Size: - |
BILFINGER SE O.N. |
42.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.65 |
Time value: |
0.22 |
Break-even: |
50.70 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.40 |
Rho: |
0.13 |
Quote data
Open: |
0.860 |
High: |
0.890 |
Low: |
0.860 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.38% |
1 Month |
|
|
-23.48% |
3 Months |
|
|
+104.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.850 |
1M High / 1M Low: |
1.150 |
0.840 |
6M High / 6M Low: |
1.180 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.960 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.26% |
Volatility 6M: |
|
159.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |