BNP Paribas Call 52 PRY 19.12.2024
/ DE000PC8G3N1
BNP Paribas Call 52 PRY 19.12.202.../ DE000PC8G3N1 /
2024-11-15 8:40:33 AM |
Chg.+0.01 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
+0.92% |
- Bid Size: - |
- Ask Size: - |
PRYSMIAN |
52.00 EUR |
2024-12-19 |
Call |
Master data
WKN: |
PC8G3N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PRYSMIAN |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 EUR |
Maturity: |
2024-12-19 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.53 |
Historic volatility: |
0.26 |
Parity: |
0.89 |
Time value: |
0.09 |
Break-even: |
61.80 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
5.38% |
Delta: |
0.86 |
Theta: |
-0.04 |
Omega: |
5.36 |
Rho: |
0.04 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.28% |
1 Month |
|
|
-32.10% |
3 Months |
|
|
+1.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
0.96 |
1M High / 1M Low: |
1.71 |
0.93 |
6M High / 6M Low: |
1.71 |
0.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.00% |
Volatility 6M: |
|
162.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |