BNP Paribas Call 0.75 VOD 20.09.2024
/ DE000PC3G662
BNP Paribas Call 0.75 VOD 20.09.2.../ DE000PC3G662 /
2024-05-20 10:28:28 AM |
Chg.- |
Bid9:29:17 AM |
Ask9:29:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
- |
0.051 Bid Size: 76,000 |
0.061 Ask Size: 76,000 |
Vodafone Group PLC O... |
0.75 GBP |
2024-09-20 |
Call |
Master data
WKN: |
PC3G66 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.75 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-18 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.22 |
Historic volatility: |
0.27 |
Parity: |
0.03 |
Time value: |
0.04 |
Break-even: |
0.94 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
17.54% |
Delta: |
0.66 |
Theta: |
0.00 |
Omega: |
8.87 |
Rho: |
0.00 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.062 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+111.11% |
1 Month |
|
|
+256.25% |
3 Months |
|
|
+32.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.027 |
1M High / 1M Low: |
0.062 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
356.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |