BNP Paribas Call 800 PLD 20.12.2024
/ DE000PC442J5
BNP Paribas Call 800 PLD 20.12.20.../ DE000PC442J5 /
| 2024-11-08 9:11:50 PM |
Chg.-0.28 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
800.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC442J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.37 |
| Parity: |
1.81 |
| Time value: |
0.39 |
| Break-even: |
966.43 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.40 |
| Spread %: |
22.22% |
| Delta: |
0.80 |
| Theta: |
-1.02 |
| Omega: |
3.39 |
| Rho: |
0.59 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.78 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.46% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
+43.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
1.82 |
| 1M High / 1M Low: |
3.79 |
1.82 |
| 6M High / 6M Low: |
3.79 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.69% |
| Volatility 6M: |
|
152.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
