BNP Paribas Call 62 NTR 20.12.2024
/ DE000PC21F41
BNP Paribas Call 62 NTR 20.12.202.../ DE000PC21F41 /
16/08/2024 21:20:20 |
Chg.-0.002 |
Bid21:58:52 |
Ask21:58:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-6.25% |
0.031 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
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: |
46.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.26 |
Parity: |
-1.43 |
Time value: |
0.09 |
Break-even: |
57.42 |
Moneyness: |
0.75 |
Premium: |
0.36 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.06 |
Spread %: |
193.55% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
8.03 |
Rho: |
0.02 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.029 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-91.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.030 |
1M High / 1M Low: |
0.150 |
0.030 |
6M High / 6M Low: |
0.490 |
0.030 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.250 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.96% |
Volatility 6M: |
|
195.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |