BNP Paribas Call 52 FRA 20.12.202.../  DE000PC2YAQ0  /

Frankfurt Zert./BNP
08/11/2024  21:20:22 Chg.+0.022 Bid21:54:07 Ask21:54:07 Underlying Strike price Expiration date Option type
0.073EUR +43.14% 0.074
Bid Size: 10,000
0.089
Ask Size: 10,000
FRAPORT AG FFM.AIRPO... 52.00 EUR 20/12/2024 Call
 

Master data

WKN: PC2YAQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.90
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.31
Time value: 0.09
Break-even: 52.89
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 20.27%
Delta: 0.30
Theta: -0.02
Omega: 16.39
Rho: 0.02
 

Quote data

Open: 0.058
High: 0.081
Low: 0.058
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -54.38%
1 Month
  -47.86%
3 Months
  -43.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.051
1M High / 1M Low: 0.180 0.051
6M High / 6M Low: 0.670 0.051
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.05%
Volatility 6M:   239.11%
Volatility 1Y:   -
Volatility 3Y:   -