BNP Paribas Call 62 NTR 20.12.2024
/ DE000PC21F41
BNP Paribas Call 62 NTR 20.12.202.../ DE000PC21F41 /
| 17/07/2024 20:20:37 |
Chg.+0.020 |
Bid20:32:30 |
Ask20:32:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
0.150
Bid Size: 100,000 |
0.160
Ask Size: 100,000 |
Nutrien Ltd |
62.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC21F4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-1.02 |
| Time value: |
0.12 |
| Break-even: |
58.07 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
8.91 |
| Rho: |
0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.150 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-48.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.070 |
| 1M High / 1M Low: |
0.160 |
0.070 |
| 6M High / 6M Low: |
0.490 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.95% |
| Volatility 6M: |
|
180.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
