BNP Paribas Call 52 NTR 20.12.2024
/ DE000PC21F66
BNP Paribas Call 52 NTR 20.12.202.../ DE000PC21F66 /
| 2024-10-18 9:20:32 PM |
Chg.-0.010 |
Bid9:45:07 PM |
Ask9:45:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 40,100 |
0.120
Ask Size: 40,100 |
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: |
36.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-0.40 |
| Time value: |
0.12 |
| Break-even: |
49.05 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
11.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-70.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.110 |
| 6M High / 6M Low: |
1.030 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.98% |
| Volatility 6M: |
|
193.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
