BNP Paribas Call 130 GXI 20.12.2024
/ DE000PC6NQV0
BNP Paribas Call 130 GXI 20.12.20.../ DE000PC6NQV0 /
| 2024-05-02 3:20:58 PM |
Chg.+0.050 |
Bid4:02:14 PM |
Ask4:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+12.50% |
0.440
Bid Size: 23,500 |
0.450
Ask Size: 23,500 |
GERRESHEIMER AG |
130.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC6NQV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.38 |
| Parity: |
-2.90 |
| Time value: |
0.42 |
| Break-even: |
134.20 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
6.41 |
| Rho: |
0.14 |
Quote data
| Open: |
0.400 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.400 |
| 1M High / 1M Low: |
0.720 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.407 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
