BNP Paribas Call 42 OMV 21.06.2024
/ DE000PC45L37
BNP Paribas Call 42 OMV 21.06.202.../ DE000PC45L37 /
| 2024-06-03 5:21:10 PM |
Chg.+0.010 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC45L3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.53 |
| Break-even: |
47.30 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
47.26 |
| Spread abs.: |
0.13 |
| Spread %: |
32.50% |
| Delta: |
0.55 |
| Theta: |
-0.22 |
| Omega: |
4.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.460 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.380 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
