BNP Paribas Call 45 CARR 16.01.2026
/ DE000PC1L625
BNP Paribas Call 45 CARR 16.01.20.../ DE000PC1L625 /
| 11/14/2024 9:16:55 AM |
Chg.+0.14 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+4.52% |
-
Bid Size: - |
-
Ask Size: - |
Carrier Global Corp |
45.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1L62 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
2.97 |
| Time value: |
0.32 |
| Break-even: |
75.49 |
| Moneyness: |
1.70 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.54% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.02 |
| Rho: |
0.39 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
-9.50% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+83.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
3.03 |
| 1M High / 1M Low: |
3.69 |
2.78 |
| 6M High / 6M Low: |
3.69 |
1.98 |
| High (YTD): |
10/15/2024 |
3.69 |
| Low (YTD): |
4/19/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.12% |
| Volatility 6M: |
|
67.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
