BNP Paribas Call 5.5 ENL 19.12.2024
/ DE000PC8G0Y4
BNP Paribas Call 5.5 ENL 19.12.20.../ DE000PC8G0Y4 /
10/15/2024 9:20:22 PM |
Chg.+0.010 |
Bid9:53:49 PM |
Ask9:53:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.740EUR |
+0.58% |
1.750 Bid Size: 2,800 |
1.810 Ask Size: 2,800 |
ENEL S.P.A. ... |
5.50 EUR |
12/19/2024 |
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: |
12/19/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
12/18/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
1.68 |
Implied volatility: |
0.54 |
Historic volatility: |
0.16 |
Parity: |
1.68 |
Time value: |
0.11 |
Break-even: |
7.29 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.06 |
Spread %: |
3.47% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
3.62 |
Rho: |
0.01 |
Quote data
Open: |
1.760 |
High: |
1.800 |
Low: |
1.740 |
Previous Close: |
1.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.99% |
1 Month |
|
|
+2.96% |
3 Months |
|
|
+31.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.730 |
1.540 |
1M High / 1M Low: |
1.750 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.606 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.638 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |