BNP Paribas Call 25 JEN 20.12.2024
/ DE000PC1LJG1
BNP Paribas Call 25 JEN 20.12.202.../ DE000PC1LJG1 /
| 2024-06-03 4:21:05 PM |
Chg.+0.040 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.470
Bid Size: 10,000 |
0.480
Ask Size: 10,000 |
JENOPTIK AG NA O.N. |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC1LJG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JENOPTIK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.24 |
| Time value: |
0.21 |
| Break-even: |
29.50 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.30 |
| Rho: |
0.08 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+56.67% |
| 3 Months |
|
|
-31.88% |
| YTD |
|
|
-17.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.520 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-22 |
0.770 |
| Low (YTD): |
2024-04-19 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
