BNP Paribas Call 48 PRY 19.12.2024
/ DE000PC8G3Q4
BNP Paribas Call 48 PRY 19.12.202.../ DE000PC8G3Q4 /
| 2024-11-15 9:20:42 PM |
Chg.-0.210 |
Bid9:53:04 PM |
Ask9:53:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
-13.82% |
1.310
Bid Size: 5,000 |
1.360
Ask Size: 5,000 |
PRYSMIAN |
48.00 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
PC8G3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.26 |
| Parity: |
1.29 |
| Time value: |
0.07 |
| Break-even: |
61.60 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
3.82% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
4.07 |
| Rho: |
0.04 |
Quote data
| Open: |
1.500 |
| High: |
1.520 |
| Low: |
1.300 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.08% |
| 1 Month |
|
|
-34.83% |
| 3 Months |
|
|
-9.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.310 |
| 1M High / 1M Low: |
2.110 |
1.290 |
| 6M High / 6M Low: |
2.110 |
0.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.13% |
| Volatility 6M: |
|
118.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
