BNP Paribas Call 75 SRB 17.01.2025
/ DE000PC8GRQ8
BNP Paribas Call 75 SRB 17.01.202.../ DE000PC8GRQ8 /
| 2024-11-25 9:50:34 PM |
Chg.-0.060 |
Bid9:59:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-2.22% |
-
Bid Size: - |
-
Ask Size: - |
STARBUCKS CORP. |
75.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PC8GRQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
2.70 |
| Historic volatility: |
0.35 |
| Parity: |
0.93 |
| Time value: |
1.77 |
| Break-even: |
102.00 |
| Moneyness: |
1.12 |
| Premium: |
0.21 |
| Premium p.a.: |
15.12 |
| Spread abs.: |
0.07 |
| Spread %: |
2.66% |
| Delta: |
0.70 |
| Theta: |
-0.42 |
| Omega: |
2.18 |
| Rho: |
0.02 |
Quote data
| Open: |
2.720 |
| High: |
2.750 |
| Low: |
2.640 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
+35.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.640 |
2.640 |
| 6M High / 6M Low: |
2.700 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.616 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
347.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
