BNP Paribas Call 85 AIG 20.12.202.../  DE000PC6L798  /

Frankfurt Zert./BNP
15/11/2024  21:50:36 Chg.-0.010 Bid15/11/2024 Ask15/11/2024 Underlying Strike price Expiration date Option type
0.001EUR -90.91% 0.001
Bid Size: 50,000
0.091
Ask Size: 50,000
American Internation... 85.00 USD 20/12/2024 Call
 

Master data

WKN: PC6L79
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/12/2024
Issue date: 14/03/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -0.88
Time value: 0.09
Break-even: 81.63
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.74
Spread abs.: 0.08
Spread %: 658.33%
Delta: 0.20
Theta: -0.04
Omega: 15.54
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.016
Low: 0.001
Previous Close: 0.011
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -94.12%
1 Month
  -99.00%
3 Months
  -98.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.001
1M High / 1M Low: 0.130 0.001
6M High / 6M Low: 0.440 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   499.37%
Volatility 6M:   360.20%
Volatility 1Y:   -
Volatility 3Y:   -