BNP Paribas Call 320 VOLV/B 20.12.2024
/ DE000PC709M1
BNP Paribas Call 320 VOLV/B 20.12.../ DE000PC709M1 /
| 2024-05-23 11:20:58 AM |
Chg.+0.070 |
Bid11:27:06 AM |
Ask11:27:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+8.75% |
0.880
Bid Size: 3,410 |
0.900
Ask Size: 3,334 |
Volvo, AB ser. B |
320.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PC709M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-3.08 |
| Time value: |
0.96 |
| Break-even: |
28.49 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.14 |
| Spread %: |
17.07% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
8.68 |
| Rho: |
0.04 |
Quote data
| Open: |
0.830 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.13% |
| 1 Month |
|
|
-5.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.790 |
| 1M High / 1M Low: |
0.920 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
