BNP Paribas Call 45 FRA 20.09.2024
/ DE000PC5CFW6
BNP Paribas Call 45 FRA 20.09.202.../ DE000PC5CFW6 /
04/09/2024 11:21:03 |
Chg.0.000 |
Bid12:03:35 |
Ask12:03:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.120 Bid Size: 21,500 |
0.140 Ask Size: 21,500 |
FRAPORT AG FFM.AIRPO... |
45.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
PC5CFW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.01 |
Time value: |
0.13 |
Break-even: |
46.40 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
0.54 |
Theta: |
-0.04 |
Omega: |
17.24 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.120 |
Low: |
0.090 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-62.50% |
3 Months |
|
|
-88.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.330 |
0.120 |
6M High / 6M Low: |
1.060 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.26% |
Volatility 6M: |
|
169.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |