BNP Paribas Call 72 SIX2 20.12.2024
/ DE000PC5CS83
BNP Paribas Call 72 SIX2 20.12.20.../ DE000PC5CS83 /
| 04/11/2024 21:20:22 |
Chg.-0.040 |
Bid21:50:18 |
Ask21:50:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.430
Bid Size: 6,977 |
0.460
Ask Size: 6,522 |
SIXT SE ST O.N. |
72.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.10 |
| Time value: |
0.43 |
| Break-even: |
77.20 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
8.05 |
| Rho: |
0.05 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
+95.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.480 |
| 1M High / 1M Low: |
0.690 |
0.240 |
| 6M High / 6M Low: |
1.320 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.17% |
| Volatility 6M: |
|
246.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
