BNP Paribas Call 45 GBF 20.12.2024
/ DE000PC39R21
BNP Paribas Call 45 GBF 20.12.202.../ DE000PC39R21 /
| 2024-08-02 6:09:49 PM |
Chg.-0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-13.51% |
-
Bid Size: - |
-
Ask Size: - |
BILFINGER SE O.N. |
45.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC39R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.38 |
| Time value: |
0.30 |
| Break-even: |
51.70 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.11 |
| Rho: |
0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-7.25% |
| 3 Months |
|
|
+72.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.640 |
| 1M High / 1M Low: |
0.900 |
0.630 |
| 6M High / 6M Low: |
0.960 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.47% |
| Volatility 6M: |
|
172.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
