BNP Paribas Call 125 AP2 20.12.2024
/ DE000PC25RG7
BNP Paribas Call 125 AP2 20.12.20.../ DE000PC25RG7 /
| 2024-04-16 9:50:45 PM |
Chg.+0.450 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.570EUR |
+5.54% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
125.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC25RG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.82 |
| Intrinsic value: |
6.47 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.31 |
| Parity: |
6.47 |
| Time value: |
2.10 |
| Break-even: |
210.70 |
| Moneyness: |
1.52 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
0.35% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
1.85 |
| Rho: |
0.45 |
Quote data
| Open: |
8.120 |
| High: |
8.570 |
| Low: |
8.060 |
| Previous Close: |
8.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.64% |
| 3 Months |
|
|
+72.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.710 |
8.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
