BNP Paribas Call 34 VBK 20.12.2024
/ DE000PC23AL8
BNP Paribas Call 34 VBK 20.12.202.../ DE000PC23AL8 /
| 2024-05-02 8:49:47 AM |
Chg.-0.008 |
Bid4:09:18 PM |
Ask4:09:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-10.53% |
0.072
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
VERBIO SE INH O.N. |
34.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC23AL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.52 |
| Parity: |
-1.44 |
| Time value: |
0.10 |
| Break-even: |
35.00 |
| Moneyness: |
0.58 |
| Premium: |
0.78 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.03 |
| Spread %: |
47.06% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
4.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
-51.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.076 |
| 1M High / 1M Low: |
0.110 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
