BNP Paribas Call 65 TLX 20.09.2024
/ DE000PC1JHG9
BNP Paribas Call 65 TLX 20.09.202.../ DE000PC1JHG9 /
| 7/17/2024 2:21:01 PM |
Chg.-0.060 |
Bid7/17/2024 |
Ask7/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
0.700
Bid Size: 8,500 |
0.720
Ask Size: 8,500 |
TALANX AG NA O.N. |
65.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1JHG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TALANX AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.20 |
| Break-even: |
73.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
6.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.680 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
+18.64% |
| YTD |
|
|
+32.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.760 |
| 1M High / 1M Low: |
1.140 |
0.750 |
| 6M High / 6M Low: |
1.180 |
0.410 |
| High (YTD): |
6/6/2024 |
1.180 |
| Low (YTD): |
2/28/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.35% |
| Volatility 6M: |
|
139.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
