BNP Paribas Call 450 MHL 19.12.2025
/ DE000PC1D2D4
BNP Paribas Call 450 MHL 19.12.20.../ DE000PC1D2D4 /
| 11/10/2024 15:18:54 |
Chg.-0.12 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.04EUR |
-1.18% |
-
Bid Size: - |
-
Ask Size: - |
S+P GLOBAL INC. ... |
450.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PC1D2D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S+P GLOBAL INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.75 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
2.74 |
| Time value: |
7.74 |
| Break-even: |
554.80 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
0.67% |
| Delta: |
0.67 |
| Theta: |
-0.11 |
| Omega: |
3.06 |
| Rho: |
2.56 |
Quote data
| Open: |
10.04 |
| High: |
10.04 |
| Low: |
10.04 |
| Previous Close: |
10.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
-1.67% |
| 3 Months |
|
|
+32.45% |
| YTD |
|
|
+49.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.16 |
9.31 |
| 1M High / 1M Low: |
10.81 |
9.31 |
| 6M High / 6M Low: |
10.81 |
4.71 |
| High (YTD): |
17/09/2024 |
10.81 |
| Low (YTD): |
16/04/2024 |
4.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.57% |
| Volatility 6M: |
|
58.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
