BNP Paribas Call 48 EBO 20.12.2024
/ DE000PC84LL7
BNP Paribas Call 48 EBO 20.12.202.../ DE000PC84LL7 /
| 9/13/2024 5:21:07 PM |
Chg.+0.020 |
Bid9/13/2024 |
Ask9/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.290
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC84LL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.01 |
| Time value: |
0.36 |
| Break-even: |
51.70 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
23.33% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
7.26 |
| Rho: |
0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
+107.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.430 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
