BNP Paribas Call 300 VOLV/B 20.12.2024
/ DE000PC709N9
BNP Paribas Call 300 VOLV/B 20.12.../ DE000PC709N9 /
| 2024-05-23 9:21:03 AM |
Chg.+0.080 |
Bid9:24:11 AM |
Ask9:24:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+5.71% |
1.490
Bid Size: 2,014 |
1.510
Ask Size: 1,987 |
Volvo, AB ser. B |
300.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PC709N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
15.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-1.24 |
| Time value: |
1.54 |
| Break-even: |
27.38 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.14 |
| Spread %: |
10.00% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
7.66 |
| Rho: |
0.06 |
Quote data
| Open: |
1.440 |
| High: |
1.480 |
| Low: |
1.440 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.25% |
| 1 Month |
|
|
-2.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.380 |
| 1M High / 1M Low: |
1.540 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
