BNP Paribas Call 5.5 ENL 19.12.2024
/ DE000PC8G0Y4
BNP Paribas Call 5.5 ENL 19.12.20.../ DE000PC8G0Y4 /
| 13/09/2024 21:20:22 |
Chg.+0.010 |
Bid21:24:07 |
Ask21:24:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+0.60% |
1.690
Bid Size: 2,800 |
1.750
Ask Size: 2,800 |
ENEL S.P.A. ... |
5.50 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G0Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
1.58 |
| Time value: |
0.16 |
| Break-even: |
7.24 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
3.57% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.01 |
Quote data
| Open: |
1.650 |
| High: |
1.700 |
| Low: |
1.650 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.29% |
| 1 Month |
|
|
+45.69% |
| 3 Months |
|
|
+48.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.590 |
| 1M High / 1M Low: |
1.690 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
