BNP Paribas Call 58 FRA 20.12.2024
/ DE000PC2YAN7
BNP Paribas Call 58 FRA 20.12.202.../ DE000PC2YAN7 /
| 29/07/2024 18:11:34 |
Chg.-0.004 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-4.94% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
58.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC2YAN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-1.11 |
| Time value: |
0.09 |
| Break-even: |
58.93 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
19.23% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
9.72 |
| Rho: |
0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.072 |
| Previous Close: |
0.081 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
-48.67% |
| 3 Months |
|
|
-63.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.070 |
| 1M High / 1M Low: |
0.150 |
0.070 |
| 6M High / 6M Low: |
0.620 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.31% |
| Volatility 6M: |
|
184.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
