BNP Paribas Call 280 VOLV/B 20.12.2024
/ DE000PC709P4
BNP Paribas Call 280 VOLV/B 20.12.../ DE000PC709P4 /
2024-06-04 3:50:36 PM |
Chg.-0.24 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.98EUR |
-10.81% |
- Bid Size: - |
- Ask Size: - |
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: |
10.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
0.14 |
Time value: |
2.26 |
Break-even: |
27.07 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.15 |
Spread %: |
6.67% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
6.10 |
Rho: |
0.07 |
Quote data
Open: |
2.05 |
High: |
2.05 |
Low: |
1.94 |
Previous Close: |
2.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-3.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.22 |
1.98 |
1M High / 1M Low: |
2.41 |
1.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |