BNP Paribas Call 45 OMV 20.12.2024
/ DE000PC45MB7
BNP Paribas Call 45 OMV 20.12.202.../ DE000PC45MB7 /
| 2024-05-23 10:27:43 AM |
Chg.-0.030 |
Bid5:37:15 PM |
Ask5:37:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.390
Bid Size: 7,693 |
0.460
Ask Size: 6,522 |
OMV AG |
45.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC45MB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
0.16 |
| Time value: |
0.27 |
| Break-even: |
49.30 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
19.44% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
7.25 |
| Rho: |
0.16 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
+42.31% |
| 3 Months |
|
|
+68.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.440 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
