BNP Paribas Call 48 EBO 20.09.2024
/ DE000PC9NPR4
BNP Paribas Call 48 EBO 20.09.202.../ DE000PC9NPR4 /
| 05/07/2024 17:20:54 |
Chg.-0.010 |
Bid17:29:11 |
Ask17:29:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.170
Bid Size: 25,000 |
0.190
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC9NPR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-0.18 |
| Time value: |
0.24 |
| Break-even: |
50.40 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.07 |
| Spread %: |
41.18% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
8.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.00% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
