BNP Paribas Call 20.5 DTE 17.05.2024
/ DE000PC49VP0
BNP Paribas Call 20.5 DTE 17.05.2.../ DE000PC49VP0 /
| 2024-05-07 10:50:16 AM |
Chg.-0.030 |
Bid11:06:52 AM |
Ask11:06:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-2.40% |
1.190
Bid Size: 14,000 |
1.270
Ask Size: 14,000 |
DT.TELEKOM AG NA |
20.50 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
PC49VP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.24 |
| Time value: |
0.11 |
| Break-even: |
21.85 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
8.00% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
13.88 |
| Rho: |
0.00 |
Quote data
| Open: |
1.260 |
| High: |
1.320 |
| Low: |
1.220 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.93% |
| 1 Month |
|
|
-19.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.090 |
| 1M High / 1M Low: |
2.100 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
