BNP Paribas Call 24.5 BAYN 17.05.2024
/ DE000PC49SN1
BNP Paribas Call 24.5 BAYN 17.05..../ DE000PC49SN1 /
| 2024-05-03 9:50:12 PM |
Chg.-0.010 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.370
Bid Size: 14,600 |
0.410
Ask Size: 14,600 |
BAYER AG NA O.N. |
24.50 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
PC49SN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.50 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.30 |
| Parity: |
0.35 |
| Time value: |
0.06 |
| Break-even: |
28.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
5.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
-2.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.380 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
