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: |
|
- |
