BNP Paribas Call 24 LDO 19.09.2024
/ DE000PC8G2R4
BNP Paribas Call 24 LDO 19.09.202.../ DE000PC8G2R4 /
| 2024-05-31 9:20:37 PM |
Chg.+0.250 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+20.66% |
1.440
Bid Size: 2,518 |
1.570
Ask Size: 2,518 |
LEONARDO |
24.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
PC8G2R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.43 |
| Time value: |
1.57 |
| Break-even: |
25.57 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.13 |
| Spread %: |
9.03% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
7.80 |
| Rho: |
0.03 |
Quote data
| Open: |
1.200 |
| High: |
1.460 |
| Low: |
1.200 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.82% |
| 1 Month |
|
|
+69.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.160 |
| 1M High / 1M Low: |
1.500 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
