BNP Paribas Call 74 HEN3 20.12.2024
/ DE000PC2YEV2
BNP Paribas Call 74 HEN3 20.12.20.../ DE000PC2YEV2 /
| 2024-07-25 8:33:11 AM |
Chg.-0.07 |
Bid8:50:19 AM |
Ask8:50:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-6.73% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
74.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YEV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.85 |
| Time value: |
0.24 |
| Break-even: |
84.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
6.19 |
| Rho: |
0.23 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.61% |
| 1 Month |
|
|
-14.91% |
| 3 Months |
|
|
+110.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.04 |
| 1M High / 1M Low: |
1.21 |
0.97 |
| 6M High / 6M Low: |
1.36 |
0.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.70% |
| Volatility 6M: |
|
177.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
