BNP Paribas Call 72 NEM 20.12.2024
/ DE000PC38RL0
BNP Paribas Call 72 NEM 20.12.202.../ DE000PC38RL0 /
| 08/11/2024 18:09:33 |
Chg.-0.02 |
Bid20:05:02 |
Ask20:05:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
-0.60% |
3.32
Bid Size: 904 |
3.35
Ask Size: 896 |
NEMETSCHEK SE O.N. |
72.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC38RL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.29 |
| Parity: |
3.28 |
| Time value: |
0.12 |
| Break-even: |
106.00 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.89% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
2.88 |
| Rho: |
0.07 |
Quote data
| Open: |
3.36 |
| High: |
3.40 |
| Low: |
3.28 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.68% |
| 1 Month |
|
|
+31.75% |
| 3 Months |
|
|
+77.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.68 |
| 1M High / 1M Low: |
3.34 |
2.52 |
| 6M High / 6M Low: |
3.34 |
1.69 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.03% |
| Volatility 6M: |
|
101.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
