BNP Paribas Call 80 SIX2 20.12.2024
/ DE000PC1JB22
BNP Paribas Call 80 SIX2 20.12.20.../ DE000PC1JB22 /
| 04/11/2024 09:15:11 |
Chg.-0.010 |
Bid09:31:53 |
Ask09:31:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 21,500 |
0.180
Ask Size: 21,500 |
SIXT SE ST O.N. |
80.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC1JB2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-0.71 |
| Time value: |
0.20 |
| Break-even: |
82.00 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
11.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
+105.13% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-93.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.280 |
0.077 |
| 6M High / 6M Low: |
0.840 |
0.026 |
| High (YTD): |
02/01/2024 |
2.540 |
| Low (YTD): |
10/09/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.21% |
| Volatility 6M: |
|
288.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
