BNP Paribas Call 65 SIX2 20.12.2024
/ DE000PC9RVD3
BNP Paribas Call 65 SIX2 20.12.20.../ DE000PC9RVD3 /
| 11/4/2024 11:20:56 AM |
Chg.+0.040 |
Bid11/4/2024 |
Ask11/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+4.17% |
1.000
Bid Size: 6,500 |
1.040
Ask Size: 6,500 |
SIXT SE ST O.N. |
65.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
0.80 |
| Time value: |
0.21 |
| Break-even: |
75.00 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
5.68 |
| Rho: |
0.06 |
Quote data
| Open: |
0.980 |
| High: |
1.000 |
| Low: |
0.920 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.53% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
+112.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.940 |
| 1M High / 1M Low: |
1.210 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
