BNP Paribas Call 16 MAT 20.12.2024
/ DE000PC2Z3Q7
BNP Paribas Call 16 MAT 20.12.202.../ DE000PC2Z3Q7 /
| 2024-05-29 8:44:55 AM |
Chg.+0.11 |
Bid12:25:42 PM |
Ask12:25:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
+4.17% |
2.73
Bid Size: 1,099 |
2.79
Ask Size: 1,076 |
Mattel Inc |
16.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.59 |
| Time value: |
1.23 |
| Break-even: |
17.56 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
4.17 |
| Rho: |
0.05 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
-22.32% |
| 3 Months |
|
|
-42.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.64 |
| 1M High / 1M Low: |
3.84 |
2.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
