BNP Paribas Call 65 AIG 17.01.2025
/ DE000PC387Y1
BNP Paribas Call 65 AIG 17.01.202.../ DE000PC387Y1 /
| 2024-08-15 8:19:04 AM |
Chg.+0.100 |
Bid6:42:58 PM |
Ask6:42:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+11.49% |
0.990
Bid Size: 42,000 |
1.000
Ask Size: 42,000 |
American Internation... |
65.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC387Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.72 |
| Time value: |
0.25 |
| Break-even: |
68.73 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.18 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.12% |
| 1 Month |
|
|
-28.15% |
| 3 Months |
|
|
-38.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.500 |
0.850 |
| 6M High / 6M Low: |
1.680 |
0.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.30% |
| Volatility 6M: |
|
97.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
