BNP Paribas Call 40 PRY 20.09.2024
/ DE000PC1MCV3
BNP Paribas Call 40 PRY 20.09.202.../ DE000PC1MCV3 /
| 2024-05-15 9:23:43 AM |
Chg.+0.06 |
Bid7:52:03 PM |
Ask7:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+3.77% |
1.73
Bid Size: 5,000 |
-
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: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
1.58 |
| Time value: |
0.07 |
| Break-even: |
56.50 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.05 |
| Spread %: |
-2.94% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.13 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.71% |
| 1 Month |
|
|
+55.66% |
| 3 Months |
|
|
+217.31% |
| YTD |
|
|
+243.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.39 |
| 1M High / 1M Low: |
1.68 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
1.68 |
| Low (YTD): |
2024-01-29 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
