BNP Paribas Call 42 NCB 20.12.2024
/ DE000PE8Y0Y8
BNP Paribas Call 42 NCB 20.12.202.../ DE000PE8Y0Y8 /
| 2024-11-08 9:44:59 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BANK AMERICA DL... |
42.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE8Y0Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2024-11-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.12 |
| Break-even: |
45.30 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
9.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+63.16% |
| 3 Months |
|
|
+210.00% |
| YTD |
|
|
+210.00% |
| 1 Year |
|
|
+656.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.370 |
0.120 |
| 6M High / 6M Low: |
0.390 |
0.019 |
| High (YTD): |
2024-07-18 |
0.390 |
| Low (YTD): |
2024-08-05 |
0.019 |
| 52W High: |
2024-07-18 |
0.390 |
| 52W Low: |
2024-08-05 |
0.019 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.133 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
571.31% |
| Volatility 6M: |
|
566.75% |
| Volatility 1Y: |
|
428.96% |
| Volatility 3Y: |
|
- |
