BNP Paribas Call 22 LDO 19.09.2024
/ DE000PC8G2S2
BNP Paribas Call 22 LDO 19.09.202.../ DE000PC8G2S2 /
2024-05-31 9:20:39 PM |
Chg.+0.350 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.610EUR |
+15.49% |
2.590 Bid Size: 1,776 |
2.730 Ask Size: 1,776 |
LEONARDO |
22.00 EUR |
2024-09-19 |
Call |
Master data
WKN: |
PC8G2S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LEONARDO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
2024-09-19 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-09-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
1.57 |
Time value: |
1.16 |
Break-even: |
24.73 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.14 |
Spread %: |
5.41% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
6.05 |
Rho: |
0.04 |
Quote data
Open: |
2.250 |
High: |
2.610 |
Low: |
2.250 |
Previous Close: |
2.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.16% |
1 Month |
|
|
+66.24% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.610 |
2.180 |
1M High / 1M Low: |
2.610 |
1.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |