BNP Paribas Call 90 AIG 17.01.2025
/ DE000PC6L8A2
BNP Paribas Call 90 AIG 17.01.202.../ DE000PC6L8A2 /
| 15/08/2024 08:32:03 |
Chg.+0.006 |
Bid20:19:31 |
Ask20:19:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+13.04% |
0.051
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
American Internation... |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC6L8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-1.55 |
| Time value: |
0.09 |
| Break-even: |
82.64 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
78.43% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
11.52 |
| Rho: |
0.04 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-65.33% |
| 3 Months |
|
|
-82.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.046 |
| 1M High / 1M Low: |
0.200 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
