BNP Paribas Call 450 MHL 17.01.2025
/ DE000PC1D2A0
BNP Paribas Call 450 MHL 17.01.20.../ DE000PC1D2A0 /
| 15/11/2024 08:58:14 |
Chg.-0.15 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
-2.39% |
-
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: |
6.12 |
| High: |
6.12 |
| Low: |
6.12 |
| Previous Close: |
6.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.75% |
| 1 Month |
|
|
-16.16% |
| 3 Months |
|
|
+6.07% |
| YTD |
|
|
+30.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.27 |
5.63 |
| 1M High / 1M Low: |
7.74 |
4.01 |
| 6M High / 6M Low: |
8.19 |
2.08 |
| High (YTD): |
17/10/2024 |
8.19 |
| Low (YTD): |
31/05/2024 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.68% |
| Volatility 6M: |
|
110.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
