BNP Paribas Call 52 NTR 20.12.2024
/ DE000PC21F66
BNP Paribas Call 52 NTR 20.12.202.../ DE000PC21F66 /
| 2024-08-16 9:20:29 PM |
Chg.0.000 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.160
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
Nutrien Ltd |
52.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21F6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-0.52 |
| Time value: |
0.16 |
| Break-even: |
48.99 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
8.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-60.53% |
| 3 Months |
|
|
-81.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.450 |
0.140 |
| 6M High / 6M Low: |
1.030 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.87% |
| Volatility 6M: |
|
145.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
