BNP Paribas Call 42 PRY 20.09.2024
/ DE000PC1MCW1
BNP Paribas Call 42 PRY 20.09.202.../ DE000PC1MCW1 /
| 2024-05-22 4:21:05 PM |
Chg.-0.040 |
Bid4:38:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-2.45% |
1.600
Bid Size: 25,000 |
-
Ask Size: - |
PRYSMIAN |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MCW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
1.56 |
| Time value: |
0.07 |
| Break-even: |
58.30 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.13 |
Quote data
| Open: |
1.620 |
| High: |
1.630 |
| Low: |
1.590 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
+69.15% |
| 3 Months |
|
|
+194.44% |
| YTD |
|
|
+318.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.530 |
| 1M High / 1M Low: |
1.670 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
1.670 |
| Low (YTD): |
2024-01-23 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
