BNP Paribas Call 40 OMV 20.09.2024
/ DE000PC45L86
BNP Paribas Call 40 OMV 20.09.202.../ DE000PC45L86 /
| 2024-04-29 10:12:30 AM |
Chg.-0.010 |
Bid12:42:52 PM |
Ask12:42:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.440
Bid Size: 25,000 |
0.460
Ask Size: 25,000 |
OMV AG |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC45L8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
0.33 |
| Time value: |
0.16 |
| Break-even: |
44.90 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
13.95% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.67 |
| Rho: |
0.11 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-6.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.410 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
