BNP Paribas Call 40 PRY 20.09.2024
/ DE000PC1MCV3
BNP Paribas Call 40 PRY 20.09.202.../ DE000PC1MCV3 /
| 2024-05-29 9:16:35 AM |
Chg.-0.09 |
Bid12:51:02 PM |
Ask12:51:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-4.33% |
1.97
Bid Size: 25,000 |
-
Ask Size: - |
PRYSMIAN |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MCV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
1.97 |
| Time value: |
0.05 |
| Break-even: |
60.20 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.93 |
| Rho: |
0.12 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+63.11% |
| 3 Months |
|
|
+184.29% |
| YTD |
|
|
+314.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.83 |
| 1M High / 1M Low: |
2.08 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-28 |
2.08 |
| Low (YTD): |
2024-01-29 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
