BNP Paribas Call 48 FRA 20.12.2024
/ DE000PC2YAR8
BNP Paribas Call 48 FRA 20.12.202.../ DE000PC2YAR8 /
| 12/11/2024 21:20:32 |
Chg.-0.040 |
Bid12/11/2024 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-12.50% |
0.280
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
FRAPORT AG FFM.AIRPO... |
48.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC2YAR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.13 |
| Break-even: |
51.30 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
10.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.350 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.200 |
| 1M High / 1M Low: |
0.400 |
0.200 |
| 6M High / 6M Low: |
0.930 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.28% |
| Volatility 6M: |
|
179.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
