BNP Paribas Call 280 VOLV/B 20.12.2024
/ DE000PC709P4
BNP Paribas Call 280 VOLV/B 20.12.../ DE000PC709P4 /
| 2024-05-23 11:20:58 AM |
Chg.+0.150 |
Bid11:22:39 AM |
Ask11:22:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+6.67% |
2.410
Bid Size: 1,900 |
2.430
Ask Size: 1,900 |
Volvo, AB ser. B |
280.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PC709P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
2.07 |
| Break-even: |
26.52 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
6.11% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.07 |
Quote data
| Open: |
2.310 |
| High: |
2.400 |
| Low: |
2.310 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
2.220 |
| 1M High / 1M Low: |
2.420 |
1.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
