BNP Paribas Call 90 NEM 20.12.2024
/ DE000PC38RT3
BNP Paribas Call 90 NEM 20.12.202.../ DE000PC38RT3 /
| 2024-11-08 6:09:35 PM |
Chg.-0.03 |
Bid6:13:30 PM |
Ask6:13:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-1.86% |
1.57
Bid Size: 1,911 |
1.60
Ask Size: 1,875 |
NEMETSCHEK SE O.N. |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC38RT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
1.48 |
| Time value: |
0.19 |
| Break-even: |
106.70 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
5.29 |
| Rho: |
0.08 |
Quote data
| Open: |
1.62 |
| High: |
1.66 |
| Low: |
1.54 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.67% |
| 1 Month |
|
|
+59.60% |
| 3 Months |
|
|
+135.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.04 |
| 1M High / 1M Low: |
1.61 |
0.99 |
| 6M High / 6M Low: |
1.61 |
0.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.68% |
| Volatility 6M: |
|
179.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
