BNP Paribas Call 45 EBO 20.09.2024
/ DE000PC7ZKL6
BNP Paribas Call 45 EBO 20.09.202.../ DE000PC7ZKL6 /
| 05/07/2024 17:21:08 |
Chg.-0.020 |
Bid17:26:34 |
Ask17:26:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.330
Bid Size: 25,000 |
0.350
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
45.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC7ZKL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.12 |
| Time value: |
0.28 |
| Break-even: |
49.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
21.21% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
7.07 |
| Rho: |
0.05 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
