BNP Paribas Call 22 SZG 20.09.2024
/ DE000PC5HXQ0
BNP Paribas Call 22 SZG 20.09.202.../ DE000PC5HXQ0 /
| 2024-05-31 9:20:23 PM |
Chg.-0.220 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
-8.66% |
2.420
Bid Size: 1,240 |
2.520
Ask Size: 1,191 |
SALZGITTER AG O.N. |
22.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC5HXQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
0.70 |
| Time value: |
1.82 |
| Break-even: |
24.52 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
4.13% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.57 |
| Rho: |
0.04 |
Quote data
| Open: |
2.540 |
| High: |
2.630 |
| Low: |
2.280 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.91% |
| 1 Month |
|
|
-7.20% |
| 3 Months |
|
|
-4.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.250 |
| 1M High / 1M Low: |
2.840 |
1.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
