BNP Paribas Call 52 FRA 20.12.2024
/ DE000PC2YAQ0
BNP Paribas Call 52 FRA 20.12.202.../ DE000PC2YAQ0 /
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: |
|
- |