BNP Paribas Call 52 BMY 20.12.2024
/ DE000PC392J2
BNP Paribas Call 52 BMY 20.12.202.../ DE000PC392J2 /
| 11/14/2024 8:21:43 AM |
Chg.-0.070 |
Bid8:38:59 PM |
Ask8:38:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-9.86% |
0.660
Bid Size: 30,000 |
-
Ask Size: - |
Bristol Myers Squibb... |
52.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC392J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
0.61 |
| Time value: |
0.10 |
| Break-even: |
56.32 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
6.33 |
| Rho: |
0.04 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.10% |
| 1 Month |
|
|
+137.04% |
| 3 Months |
|
|
+204.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.280 |
| 1M High / 1M Low: |
0.770 |
0.250 |
| 6M High / 6M Low: |
0.770 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
637.78% |
| Volatility 6M: |
|
409.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
