BNP Paribas Call 48 NTR 20.12.2024
/ DE000PC21F74
BNP Paribas Call 48 NTR 20.12.202.../ DE000PC21F74 /
| 9/27/2024 10:02:45 AM |
Chg.+0.060 |
Bid3:45:00 PM |
Ask3:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+24.00% |
0.310
Bid Size: 32,200 |
0.320
Ask Size: 32,200 |
Nutrien Ltd |
48.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC21F7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.06 |
| Time value: |
0.26 |
| Break-even: |
46.15 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
7.96 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.81% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
-53.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.360 |
0.180 |
| 6M High / 6M Low: |
1.310 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.86% |
| Volatility 6M: |
|
149.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
