BNP Paribas Call 7 ENL 19.12.2024
/ DE000PC9R237
BNP Paribas Call 7 ENL 19.12.2024/ DE000PC9R237 /
| 13/09/2024 21:20:30 |
Chg.0.000 |
Bid21:50:39 |
Ask21:50:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.380
Bid Size: 7,895 |
0.430
Ask Size: 6,977 |
ENEL S.P.A. ... |
7.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC9R23 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.34 |
| Break-even: |
7.42 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
9.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+164.29% |
| 3 Months |
|
|
+105.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.330 |
| 1M High / 1M Low: |
0.390 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
