BNP Paribas Call 25 LDO 19.09.2024
/ DE000PC8G2Q6
BNP Paribas Call 25 LDO 19.09.202.../ DE000PC8G2Q6 /
| 2024-05-31 9:20:51 PM |
Chg.+0.190 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+22.35% |
1.030
Bid Size: 3,219 |
1.160
Ask Size: 3,219 |
LEONARDO |
25.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
PC8G2Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-1.43 |
| Time value: |
1.16 |
| Break-even: |
26.16 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.13 |
| Spread %: |
12.62% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
8.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
1.040 |
| Low: |
0.840 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.96% |
| 1 Month |
|
|
+65.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.810 |
| 1M High / 1M Low: |
1.090 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
