BNP Paribas Call 26 LDO 19.09.2024
/ DE000PC8G2P8
BNP Paribas Call 26 LDO 19.09.202.../ DE000PC8G2P8 /
| 6/7/2024 9:20:52 PM |
Chg.+0.120 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+16.44% |
0.840
Bid Size: 3,660 |
0.970
Ask Size: 3,660 |
LEONARDO |
26.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
PC8G2P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-1.83 |
| Time value: |
0.97 |
| Break-even: |
26.97 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.13 |
| Spread %: |
15.48% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
9.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.850 |
| Low: |
0.690 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.06% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.730 |
| 1M High / 1M Low: |
0.850 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
