BNP Paribas Call 450 MHL 17.01.2025
/ DE000PC1D2A0
BNP Paribas Call 450 MHL 17.01.20.../ DE000PC1D2A0 /
| 15/11/2024 21:50:32 |
Chg.-0.710 |
Bid21:59:21 |
Ask21:59:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.600EUR |
-11.25% |
-
Bid Size: - |
-
Ask Size: - |
S+P GLOBAL INC. ... |
450.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PC1D2A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S+P GLOBAL INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.15 |
| Parity: |
2.81 |
| Time value: |
2.92 |
| Break-even: |
507.30 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.09 |
| Spread %: |
1.60% |
| Delta: |
0.66 |
| Theta: |
-0.33 |
| Omega: |
5.50 |
| Rho: |
0.44 |
Quote data
| Open: |
6.160 |
| High: |
6.240 |
| Low: |
5.570 |
| Previous Close: |
6.310 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-27.84% |
| 3 Months |
|
|
+1.82% |
| YTD |
|
|
+21.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.330 |
5.600 |
| 1M High / 1M Low: |
7.760 |
4.140 |
| 6M High / 6M Low: |
8.200 |
2.110 |
| High (YTD): |
16/10/2024 |
8.200 |
| Low (YTD): |
30/05/2024 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.68% |
| Volatility 6M: |
|
107.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
